Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591)
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scientific article; zbMATH DE number 5199342
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| English | Evaluating financial time series models for irregularly spaced data: a spectral density approach |
scientific article; zbMATH DE number 5199342 |
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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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