Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 - Dickey–Fuller test - Document - PDFSEARCH.IO

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Date: 2016-06-28 03:34:41 Time series analysis Statistics Time series models Autoregressive conditional heteroskedasticity Noise CUSUM Time series Autoregressive conditional duration Economic model Autoregressive model Parameter ACD		Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 Add to Reading List Source URL: www.ism.ac.jp Download Document from Source Website File Size: 277,35 KB Share Document on Facebook

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