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- W2958062433 abstract "Under Autoregressive Conditional Duration model framework, suitably modelling the positive valued innovations has been challenging. Most often, irregularly spaced trade duration data display a long..." @default.
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- W2958062433 date "2019-07-09" @default.
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- W2958062433 title "Forecasting trade durations via ACD models with mixture distributions" @default.
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