Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes

✍ Scribed by Yongmiao Hong; Yoon-Jin Lee

• Book ID: 111040162
• Publisher: John Wiley and Sons
• Year: 2010
• Tongue: English
• Weight: 905 KB
• Volume: 32
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/j.1467-9892.2010.00681.x