On the residual autocorrelation of the autoregressive conditional duration model (Q1927300)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the residual autocorrelation of the autoregressive conditional duration model |
scientific article |
Statements
On the residual autocorrelation of the autoregressive conditional duration model (English)
0 references
1 January 2013
0 references
asymptotic distribution
0 references
autoregressive conditional duration models
0 references
goodness-of-fit test
0 references
residual autocorrelations
0 references
0 references
0 references