Evaluating models of autoregressive conditional duration
Year of publication: |
2006
|
---|---|
Authors: | Meitz, Mika ; Teräsvirta, Timo |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 1, p. 104-124
|
Subject: | ARCH-Modell | ARCH model | Dauer | Duration |
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