Generalized moment tests for autoregressive conditional duration models
Yi-Ting Chen; Chih-Sheng Hsieh
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Yi-ting ; Hsieh, Chih-sheng |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 3, p. 345-391
|
| Subject: | Zeitreihenanalyse | Time series analysis | Dauer | Duration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003997409