Nonparametric specification tests for conditional duration models (Q262795)
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scientific article; zbMATH DE number 6561241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric specification tests for conditional duration models |
scientific article; zbMATH DE number 6561241 |
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Nonparametric specification tests for conditional duration models (English)
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30 March 2016
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duration models
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gamma kernel
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hazard rate
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specification testing
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