Econometric analysis of financial trade processes by discrete mixture duration models

Reinhard Hujer، نويسنده , , Sandra Vuleti?، نويسنده ,

روزنامه با شماره پیاپی سال 2007

33

635

667

Duration models , mixture models , Market microstructureARTICLE IN PRESSwww.elsevier.com/locate/jedc0165-1889/$ - see front matter r 2006 Elsevier B.V. All rights reserved.doi:10.1016/j.jedc.2005.09.015

Journal of Economic Dynamics and Control

2007

Journal of Economic Dynamics and Control

239009