Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591)

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Evaluating financial time series models for irregularly spaced data: a spectral density approach
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    Evaluating financial time series models for irregularly spaced data: a spectral density approach (English)
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    10 October 2007
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    autoregressive conditional duration model
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    duration clustering
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    model adequacy
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    one-sided testing
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    spectral density
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    time series
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