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
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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