Autoregressive conditional duration models: an application in the brazilian stock market (2016)
Oliveira, Mauri Aparecido de; Bueno, Ricardo Luiz Pereira; Kotsubo, Laís Sayuri; Bergmann, Daniel Reed 
Source: Applied Mathematical Sciences. Unidade: FEA
Subjects: FINANÇAS, ANÁLISE DE SÉRIES TEMPORAIS, MERCADO DE CAPITAIS
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OLIVEIRA, Mauri Aparecido de et al. Autoregressive conditional duration models: an application in the brazilian stock market. Applied Mathematical Sciences, v. 10, n. 32, p. 1573-1594, 2016Tradução . . Disponível em: https://doi.org/10.12988/ams.2016.510672. Acesso em: 04 nov. 2024.APA
Oliveira, M. A. de, Bueno, R. L. P., Kotsubo, L. S., & Bergmann, D. R. (2016). Autoregressive conditional duration models: an application in the brazilian stock market. Applied Mathematical Sciences, 10( 32), 1573-1594. doi:10.12988/ams.2016.510672NLM
Oliveira MA de, Bueno RLP, Kotsubo LS, Bergmann DR. Autoregressive conditional duration models: an application in the brazilian stock market [Internet]. Applied Mathematical Sciences. 2016 ; 10( 32): 1573-1594.[citado 2024 nov. 04 ] Available from: https://doi.org/10.12988/ams.2016.510672Vancouver
Oliveira MA de, Bueno RLP, Kotsubo LS, Bergmann DR. Autoregressive conditional duration models: an application in the brazilian stock market [Internet]. Applied Mathematical Sciences. 2016 ; 10( 32): 1573-1594.[citado 2024 nov. 04 ] Available from: https://doi.org/10.12988/ams.2016.510672
