The non-parametric identification of lagged duration dependence. (Q1605249)
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scientific article; zbMATH DE number 1768131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The non-parametric identification of lagged duration dependence. |
scientific article; zbMATH DE number 1768131 |
Statements
The non-parametric identification of lagged duration dependence. (English)
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15 July 2002
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Lagged duration dependence
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Identification
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MPH-models
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