Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes
Year of publication: |
2011
|
---|---|
Authors: | Hong, Yongmiao ; Yoon‐Jin Lee |
Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 1, p. 1-32
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Publisher: |
Wiley Blackwell |
Saved in:
Saved in favorites
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