Evaluating financial time series models for irregulary speced data: a spectral density approach
Year of publication: |
2008
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Authors: | Duchesne, Pierre ; Pacurar, Maria |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 130-155
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Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test | Theorie | Theory | ACD model | Autoregressive conditional duration model |
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