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Browsing by Subject Autoregressive Conditional Duration

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Showing results 1 to 3 of 3

Preview	Issue Date	Title	Author(s)
	2-Jun-2009	Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility	Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
	16-May-2007	Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility	Deo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
	8-Nov-2005	Propagation of Memory Parameter from Durations to Counts	Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi

Showing results 1 to 3 of 3

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