Nonparametric specification tests for conditional duration models

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Publication:262795

DOI10.1016/j.jeconom.2004.06.003zbMath1337.62216OpenAlexW1977766231MaRDI QIDQ262795

Joachim Grammig, Marcelo Fernandes

Publication date: 30 March 2016

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

Full work available at URL: http://hdl.handle.net/10438/12180




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