Non-parametric specification tests for conditional duration models
By: Marcelo Fernandes and Joachim Grammig.
Contributors: Grammig, Joachim, 1963-; European University Institute. Dept. of Economics.
Series: EUI working paper -- no. 2000/4
Publisher: European University Institute
Published: 2000
Place of publication: Florence
Language: eng
Number of pages: 51
Notes: At head of title: European University Institute, Florence, Economics Department.

"April 2000"--T.p. verso.

Includes bibliographical references (p. 34-38).