autoregressive conditional heteroskedasticity and autoregressive conditional duration models. Our results show clear differences …

heteroskedasticity and autoregressive conditional duration models. Our results show clear differences between the actual coverage …

-threshold double autoregressive models, a new hyperbolic GARCH model, intraday value-at-risk: an asymmetric autoregressive conditional … duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel data, statistical inference …

-threshold double autoregressive models, a new hyperbolic GARCH model, intraday value-at-risk: an asymmetric autoregressive conditional … duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel data, statistical inference …

asymmetric autoregressive conditional duration approach, refinements in maximum likelihood inference on spatial autocorrelation …

heteroskedasticity and autoregressive conditional duration models. Our results show clear differences between the actual coverage …

-threshold double autoregressive models, a new hyperbolic GARCH model, intraday value-at-risk: an asymmetric autoregressive conditional … duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel data, statistical inference …

autoregressive conditional heteroskedasticity and autoregressive conditional duration models. Our results show clear differences …

In recent years, autoregressive conditional duration models (ACD models) introduced by Engle and Russell in 1998 have …