Nonparametric kernel testing in semiparametric autoregressive conditional duration model
Year of publication: |
2011
|
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Authors: | Wongsaart, Pipat ; Gao, Jiti |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | autoregressive conditional duration (ACD) model | Zeitreihenanalyse | Time series analysis | Statistische Bestandsanalyse | Duration analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Schätzung | Estimation | Börsenkurs | Share price | Australien | Australia | USA | United States |
Extent: | Online-Ressource (44 S.) graph. Darst. |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 11,18 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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