Autocontours: Dynamic Specification Testing (Q5392696)
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scientific article; zbMATH DE number 5877709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocontours: Dynamic Specification Testing |
scientific article; zbMATH DE number 5877709 |
Statements
Autocontours: Dynamic Specification Testing (English)
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13 April 2011
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autoregressive conditional duration model
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bootstrap
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parameter uncertainty
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probability contour plot
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0.83380777
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0.81314677
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0.8098061
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