On Testing for Duration Clustering and Diagnostic Checking of Models for Irregularly Spaced Transaction Data
| Year of publication: |
[2005]
|
|---|---|
| Authors: | Duchesne, Pierre |
| Other Persons: | Pacurar, Maria (contributor) |
| Publisher: |
[2005]: [S.l.] : SSRN |
| Description of contents: |
Engle and Russell's autor ...
|
freely available
| Extent: | 1 Online-Ressource (30 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2003 erstellt |
| Other identifiers: | 10.2139/ssrn.745307 [DOI] |
| Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C14 - Semiparametric and Nonparametric Methods ; G10 - General Financial Markets. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012736324