Parameter change test for autoregressive conditional duration models
Crossref DOI link: https://doi.org/10.1007/s10463-015-0541-x
Published Online: 2015-09-09
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Sangyeol
Oh, Haejune
Text and Data Mining valid from 2015-09-09
