Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating financial time series models for irregularly spaced data: a spectral density approach |
scientific article |
Statements
Evaluating financial time series models for irregularly spaced data: a spectral density approach (English)
0 references
10 October 2007
0 references
autoregressive conditional duration model
0 references
duration clustering
0 references
model adequacy
0 references
one-sided testing
0 references
spectral density
0 references
time series
0 references
