Department of Economics and Business Economics

Timo Teräsvirta

Evaluating models of autoregressive conditional duration

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  • School of Economics and Management
Original languageEnglish
JournalJournal of Business and Economic Statistics
Pages (from-to)104-124.
StatePublished - 2006

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ID: 3694141