Semiparametric Duration Models

Journal of Business and Economic Statistics

Volumn 22, Issue 1, 2004, Pages 40-50

  Drost, Feike C ^a   Werker, Bas J M ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Adaptiveness; Durations; One step improvement; Semiparametric efficiency

Indexed keywords

EID: 0742324056     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619395     Document Type: Article

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