A semiparametric conditional duration model
Year of publication: |
2014
|
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Authors: | Dungey, Mardi H. ; Long, Xiangdong ; Ullah, Aman ; Wang, Yun |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 362-366
|
Subject: | Duration | Nonparametric estimator | Semiparametric model | Nichtparametrisches Verfahren | Nonparametric statistics | Dauer | Schätztheorie | Estimation theory | Statistische Bestandsanalyse | Duration analysis |
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