Nonparametric specification tests for conditional duration models
| Year of publication: |
2005
|
|---|---|
| Authors: | Fernandes, Marcelo ; Grammig, Joachim |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 127.2005, 1, p. 35-68
|
| Publisher: |
Elsevier |