Asymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration models

Meitz, MikaSakarya, Neslihan2024-11-092011https://hdl.handle.net/20.500.14288/594993 l. : ill. 30 cm.restrictedAccessEconometric modelsFinance, Mathematical modelsEconomic forecasting, Mathematical modelsEconomics, MathematicalAsymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration modelsThesis© All Rights Reserved. Accessible to Koç University Affiliated Users Only!