%0 Journal Article %1 Bauwens2004c %A Bauwens, Luc %A Veredas, David %D 2004 %J Journal of Econometrics %K Latent model variable %N 2 %P 381--412 %T The stochastic conditional duration model: a latent variable model for the analysis of financial durations %U http://www.sciencedirect.com/science/article/B6VC0-494HPGM-1/2/aca7702ca7b7e4807d312fd243c55f1e %V 119

@article{Bauwens2004c, added-at = {2008-04-21T22:02:42.000+0200}, author = {Bauwens, Luc and Veredas, David}, biburl = {https://www.bibsonomy.org/bibtex/22f96fd78d3cc05397c2e247645f1bed5/smicha}, description = {Journal of Econometrics}, interhash = {b1b3eeccfdb0cc3656ffd0df5b9a4684}, intrahash = {2f96fd78d3cc05397c2e247645f1bed5}, journal = {Journal of Econometrics}, keywords = {Latent model variable}, month = Apr, number = 2, pages = {381--412}, timestamp = {2008-04-21T22:04:15.000+0200}, title = {The stochastic conditional duration model: a latent variable model for the analysis of financial durations}, url = {http://www.sciencedirect.com/science/article/B6VC0-494HPGM-1/2/aca7702ca7b7e4807d312fd243c55f1e}, volume = 119, year = 2004 }