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~person:"Fernandes, Marcelo"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Fernandes, Marcelo
Koopman, Siem Jan
11
Phillips, Peter C. B.
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Teräsvirta, Timo
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Blasques, Francisco
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Lucas, André
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Medeiros, Marcelo C.
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Bec, Frédérique
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Diebold, Francis X.
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He, Changli
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Dijk, Herman K. van
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Lanne, Markku
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Poskitt, Donald Stephen
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Sibbertsen, Philipp
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Sun, Yixiao
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Veiga, Alvaro
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A (semi-)parametric functional coefficient autoregressive conditional duration model
Fernandes, Marcelo
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003404400
Saved in:
2
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
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