File Download
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1016/j.jspi.2016.02.009
- Scopus: eid_2-s2.0-84962580031
- WOS: WOS:000376798600005
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: On Fréchet autoregressive conditional duration models
Title | On Fréchet autoregressive conditional duration models |
---|---|
Authors | |
Keywords | ACD models Extreme values Fréchet distribution Heavy tails |
Issue Date | 2016 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi |
Citation | Journal of Statistical Planning and Inference, 2016, v. 175, p. 51-66 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/231154 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.736 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zheng, Y | - |
dc.contributor.author | Li, Y | - |
dc.contributor.author | Li, G | - |
dc.date.accessioned | 2016-09-20T05:21:01Z | - |
dc.date.available | 2016-09-20T05:21:01Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Journal of Statistical Planning and Inference, 2016, v. 175, p. 51-66 | - |
dc.identifier.issn | 0378-3758 | - |
dc.identifier.uri | http://hdl.handle.net/10722/231154 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi | - |
dc.relation.ispartof | Journal of Statistical Planning and Inference | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | ACD models | - |
dc.subject | Extreme values | - |
dc.subject | Fréchet distribution | - |
dc.subject | Heavy tails | - |
dc.title | On Fréchet autoregressive conditional duration models | - |
dc.type | Article | - |
dc.identifier.email | Li, G: gdli@hku.hk | - |
dc.identifier.authority | Li, G=rp00738 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.jspi.2016.02.009 | - |
dc.identifier.scopus | eid_2-s2.0-84962580031 | - |
dc.identifier.hkuros | 264575 | - |
dc.identifier.volume | 175 | - |
dc.identifier.spage | 51 | - |
dc.identifier.epage | 66 | - |
dc.identifier.isi | WOS:000376798600005 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 0378-3758 | - |