Specification diagnostics for duration models. A martingale approach

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Publication:1319000

DOI10.1016/0304-4076(94)90048-5zbMath0789.62097OpenAlexW1530698629MaRDI QIDQ1319000

Brian P. McCall

Publication date: 12 April 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90048-5




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