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Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

Fuente: arXiv

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Bibliographic Details
Main Authors:	Blasques, Francisco, Holý, Vladimír, Tomanová, Petra
Format:	Preprint
Published:	2018
Subjects:	Statistical Finance Methodology
Online Access:	Acceder al recurso
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