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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
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2
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10006752636
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
4
Semiparametric methods in econometrics
Fernandes, Marcelo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571094
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5
Semiparametric methods in econometrics : guest editorial
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003571097
Saved in:
6
Testing the Markov property with high frequency data
Matos, João Amaro de
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10003571253
Saved in:
7
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Saved in:
8
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-142
Persistent link: https://www.econbiz.de/10009996207
Saved in:
9
Testing the Markov property with high frequency data
Amaro de Matos, João
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10007797066
Saved in:
10
Semiparametric methods in econometrics
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007797068
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