Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
- 1 June 1997
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 4 (2-3) , 187-212
- https://doi.org/10.1016/s0927-5398(97)00006-6
Abstract
No abstract availableThis publication has 13 references indexed in Scilit:
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