Gómez-Déniz, E.; Pérez-Rodríguez, J.V. (2016). Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non-Exponentials. Colombian Journal of Statistics, 39, 2, 307-325.
Gómez-Déniz, E.; Pérez-Rodríguez, J.V. (2016). Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non-Exponentials. Colombian Journal of Statistics, 39, 2, 307-325.