A Family of Autoregressive Conditional Duration Model under Random Environment

Junhong Miao, Yanying Wang. A Family of Autoregressive Conditional Duration Model under Random Environment. In 4th International Symposium on Computational Intelligence and Design, ISCID 2011, Hangzhou, China, October 28-30, 2011, 2 Volumes. pages 111-113, IEEE, 2011. [doi]

Abstract

Abstract is missing.