On the residual autocorrelation of the autoregressive conditional duration model (Q1927300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the residual autocorrelation of the autoregressive conditional duration model |
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On the residual autocorrelation of the autoregressive conditional duration model (English)
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1 January 2013
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asymptotic distribution
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autoregressive conditional duration models
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goodness-of-fit test
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residual autocorrelations
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