Goodness-of-fit tests in conditional duration models

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Statistical Papers 2017 / 7

Goodness-of-fit tests in conditional duration models

Meintanis, Simos G., Milošević, Bojana, Obradović, Marko
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Language:
english
Journal:
Statistical Papers
DOI:
10.1007/s00362-017-0930-8
Date:
July, 2017
File:
PDF, 514 KB
english, 2017
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