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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2001
Persistent link: https://www.econbiz.de/10001640351
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
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A family of autoregressive conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 130 (2006) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003228621