A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Marcelo Fernandes, Marcelo C. Medeiros, and Alvaro Veiga
| Year of publication: |
2016
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|---|---|
| Authors: | Fernandes, Marcelo ; Medeiros, Marcelo C. ; Veiga, Alvaro |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 1221-1250
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| Subject: | Explosive regimes | Neural networks | Quasi-maximum likelihood | Sieve estimation | Smooth transition | Stationarity | Schätztheorie | Estimation theory | Schätzung | Estimation | Neuronale Netze | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.977071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011591186