Research Catalog

Non-parametric specification tests for conditional duration models / Marcelo Fernandes and Joachim Grammig.

Title
Non-parametric specification tests for conditional duration models / Marcelo Fernandes and Joachim Grammig.
Author
Fernandes, Marcelo.
Publication
San Domenico (FI) Italy : European University Institute, c2000.

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TextUse in library HB1.A1 E85 no. 2000/4Off-site

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Details

Additional Authors
  • European University Institute. Department of Economics.
  • Grammig, Joachim, 1963-
Description
51 p : ill.; 21 cm.
Series Statement
EUI working paper. ECO ; no. 2000/4
Uniform Title
EUI working paper. ECO no. 2000/4.
Subject
Econometric models
Note
  • At head of title: European University Institute, Florence, Economics Department.
  • "April 2000"--T.p. verso.
Bibliography (note)
  • Includes bibliographical references (p. 34-38).
Processing Action (note)
  • committed to retain
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