On the residual autocorrelation of the autoregressive conditional duration model
| Year of publication: |
2003
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|---|---|
| Authors: | Li, W.K. ; Yu, Philip L.H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 79.2003, 2, p. 169-176
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