Goodness-of-fit tests in conditional duration models (Q2175644)
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scientific article; zbMATH DE number 7195078
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| English | Goodness-of-fit tests in conditional duration models |
scientific article; zbMATH DE number 7195078 |
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Goodness-of-fit tests in conditional duration models (English)
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29 April 2020
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conditional duration model
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specification test
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bootstrap test
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0.9591098
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0.9140652
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0.8990164
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0.89741373
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0.8942199
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0.88910306
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0.8863196
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0.8828641
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