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