On the residual autocorrelation of the autoregressive conditional duration model
W. K. Li; L. H. Yu
| Year of publication: |
2003
|
|---|---|
| Authors: | Li, Wai Keung ; Yu, L. H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 2, p. 169-175
|
| Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Statistische Bestandsanalyse | Duration analysis |
| 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/10001750931