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

Standard

Evaluating models of autoregressive conditional duration. / Meitz, Mika; Teräsvirta, Timo.

In: Journal of Business and Economic Statistics, Vol. 24, 2006, p. 104-124.

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

Harvard

Meitz, M & Teräsvirta, T 2006, 'Evaluating models of autoregressive conditional duration' Journal of Business and Economic Statistics, vol 24, pp. 104-124..

APA

Meitz, M., & Teräsvirta, T. (2006). Evaluating models of autoregressive conditional duration. Journal of Business and Economic Statistics, 24, 104-124..

CBE

Meitz M, Teräsvirta T. 2006. Evaluating models of autoregressive conditional duration. Journal of Business and Economic Statistics. 24:104-124.

MLA

Meitz, Mika and Timo Teräsvirta. "Evaluating models of autoregressive conditional duration". Journal of Business and Economic Statistics. 2006, 24. 104-124.

Vancouver

Meitz M, Teräsvirta T. Evaluating models of autoregressive conditional duration. Journal of Business and Economic Statistics. 2006;24:104-124.

Author

Meitz, Mika ; Teräsvirta, Timo. / Evaluating models of autoregressive conditional duration. In: Journal of Business and Economic Statistics. 2006 ; Vol. 24. pp. 104-124.

Bibtex

@article{0d10caf0c00711dbbee902004c4f4f50,
title = "Evaluating models of autoregressive conditional duration",
author = "Mika Meitz and Timo Ter\{"a}svirta",
year = "2006",
language = "English",
volume = "24",
pages = "104--124.",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "AMER STATISTICAL ASSOC",

}

RIS

TY - JOUR

T1 - Evaluating models of autoregressive conditional duration

AU - Meitz,Mika

AU - Teräsvirta,Timo

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 24

SP - 104-124.

JO - Journal of Business and Economic Statistics

T2 - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

ER -