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Article: On Fréchet autoregressive conditional duration models

TitleOn Fréchet autoregressive conditional duration models
Authors
Issue Date2016
Citation
Journal of Statistical Planning and Inference, 2016, v. 175, p. 51-66 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/231154

 

DC FieldValueLanguage
dc.contributor.authorZHENG, Y-
dc.contributor.authorLI, Y-
dc.contributor.authorLi, G-
dc.date.accessioned2016-09-20T05:21:01Z-
dc.date.available2016-09-20T05:21:01Z-
dc.date.issued2016-
dc.identifier.citationJournal of Statistical Planning and Inference, 2016, v. 175, p. 51-66-
dc.identifier.urihttp://hdl.handle.net/10722/231154-
dc.languageeng-
dc.relation.ispartofJournal of Statistical Planning and Inference-
dc.titleOn Fréchet autoregressive conditional duration models-
dc.typeArticle-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.doi10.1016/j.jspi.2016.02.009-
dc.identifier.hkuros264575-
dc.identifier.volume175-
dc.identifier.spage51-
dc.identifier.epage66-

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