Work

Testing the Conditional Mean Function of Autoregressive Conditional Duration Models

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.951399

Author: Nikolaus Hautsch

Institution: University of Vienna

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1577294185

Cites: 43

Cited by: 27

Related to: 10