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~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~person:"Saart, Patrick W."
~subject:"ARCH model"
~subject:"Time series analysis"
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Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
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