Nonparametric specification tests for conditional duration models
Year of publication: |
2005
|
---|---|
Authors: | Fernandes, Marcelo ; Grammig, Joachim |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 127.2005, 1, p. 35-68
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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