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Goodness-of-fit tests in conditional duration models

Crossref DOI link: https://doi.org/10.1007/s00362-017-0930-8

Published Online: 2017-07-06

Published Print: 2020-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Meintanis, Simos G.

Milošević, Bojana

Obradović, Marko
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Text and Data Mining valid from 2017-07-06
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Article History

Received: 22 December 2016

Revised: 26 April 2017

First Online: 6 July 2017