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subject:"Time series analysis"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Chiang, Min-Hsien"
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Time series analysis
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Chiang, Min-Hsien
Gil-Alaña, Luis A.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A smooth transition autoregressive conditional duration model
Chiang, Min-Hsien
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009512623
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