Inverse Gaussian Distribution for Modeling Conditional Durations in Finance

Abstract

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DOI: 10.1080/03610918.2012.705938

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Cite this paper

@article{Balakrishna2014InverseGD, title={Inverse Gaussian Distribution for Modeling Conditional Durations in Finance}, author={N. Balakrishna and T. Rahul}, journal={Communications in Statistics - Simulation and Computation}, year={2014}, volume={43}, pages={476-486} }