第2篇

【作者(必填)】Dinghai Xu, John Knight and Tony S. Wirjanto

【文题(必填)】Asymmetric Stochastic Conditional Duration Model—A Mixture-of-Normal Approach

【年份(必填)】JOURNAL OF FINANCIAL ECONOMETRICS (2011) 9 (3): 469-488.

【全文链接或数据库名称(选填)】http://jfec.oxfordjournals.org/content/9/3/469.short

Asymmetric Stochastic Conditional Duration Model—A Mixture-of-Normal Approach

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