Nonparametric specification tests for conditional duration models
AUTOR(ES)
Fernandes, Marcelo
FONTE
Fundação Getulio Vargas
DATA DE PUBLICAÇÃO
06/10/2003
RESUMO
pt
ACESSO AO ARTIGO
http://hdl.handle.net/10438/411Documentos Relacionados
- A family of autoregressive conditional duration models
- A Family of Autoregressive Conditional Duration Models
- Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
- SOME NONPARAMETRIC SEQUENTIAL TESTS WITH POWER ONE*
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes