Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data
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Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data is a scholarly article[1].
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APA4ort.xyz Knowledge Graph. (2026). Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data. Retrieved May 24, 2026, from https://4ort.xyz/entity/birnbaumsaunders-autoregressive-conditional-duration-models-applied-to-high-frequency-financial-data