Nonparametric specification tests for conditional duration models
Marcelo Fernandes, Joachim Grammig
| Year of publication: |
2005
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|---|---|
| Authors: | Fernandes, Marcelo ; Grammig, Joachim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 127.2005, 1, p. 35-68
|
| Subject: | Zeitreihenanalyse | Time series analysis | Dauer | Duration | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | USA | United States | 1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002756914