Publication: Asymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration models
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Program
Economics
KU-Authors
KU Authors
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Authors
Sakarya, Neslihan
Advisor
Meitz, Mika
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Language
English
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KoƧ University
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Subject
Econometric models, Finance, Mathematical models, Economic forecasting, Mathematical models, Economics, Mathematical