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浏览/检索结果: 共3条，第1-3条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=188, 2013 Yongmiao Hong; Yoon-Jin Lee    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 Autoregressive conditional duration  dispersion clustering  finite sample correction  generalized spectral derivative  nonlinear time series  parameter estimation uncertainty  Wooldridge’s Device   Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes 期刊论文 http://dx.doi.org/10.1111/j.1467-9892.2010.00681.x, 2011 Hong, Yongmiao; Lee, Yoon-Jin; 洪永淼 收藏  |  浏览/下载：3/0  |  提交时间：2015/07/22 GENERALIZED SPECTRAL TESTS  SPECIFICATION TESTS  DENSITY FORECASTS  TRANSACTION DATA  UNKNOWN FORM  ROBUST   An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form 期刊论文 http://dx.doi.org/10.1017/S0266466607070053, 2007 Hong, Yongmiao; Lee, Yoon-Jin; 洪永淼 收藏  |  浏览/下载：7/0  |  提交时间：2015/07/22 STOCK-MARKET VOLATILITY  SPECIFICATION TESTS  BUSINESS-CYCLE  SKEWNESS  DURATION  ROBUST