Non-parametric specification tests for conditional duration models

Marcelo Fernandes and Joachim Grammig

Year of publication:	2000
Authors:	Fernandes, Marcelo ; Grammig, Joachim
Publisher:	San Domenico (FI) : Europ. Univ. Inst., Economics Dep.
Subject:	Zeitreihenanalyse \| Time series analysis \| Dauer \| Duration \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Schätzung \| Estimation \| Börsenkurs \| Share price \| USA \| United States \| 1996

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