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Parameter change test for autoregressive conditional duration models - MaRDI portal

Parameter change test for autoregressive conditional duration models

From MaRDI portal
Publication:287530

DOI10.1007/s10463-015-0541-xzbMath1359.62351OpenAlexW2184916077MaRDI QIDQ287530

Sangyeol Lee, Haejune Oh

Publication date: 20 May 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-015-0541-x




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