Bootstrapping Autoregressive Duration Models
Anders Rahbek (University of Copenhagen, Denmark)
- Erasmus Econometric Institute Series
Anders Rahbek (University of Copenhagen, Denmark)
Emanuel Mönch (Frankfurt School of Finance & Management, Germany)
Ekaterina Kazak (University of Birmingham)
Magnus Dahlquist (Stockholm School of Economics, Sweden)
Jelle Goeman (Leiden University Medical Center)
Michael Boutros (University of Toronto, Canada)
Martin Weidner (University of Oxford, United Kingdom)
Wenjiao Cao (Erasmus University Rotterdam)
Margarita Tsoutsoura (Washington University in St. Louis, United States)
Yannick Hoga (Universität Duisburg-Essen, Germany)
Raghavendra Rau (University of Cambridge, United Kingdom)
Clément Bellet
Laura Liu (University of Pittsburgh, United States)
Ajay Bhaskarabhatla
Kaushik Vasudevan (Boston College, United States)
Andrei Zeleneev (University College London, United Kingdom)
Elisabeth Leduc
Taha Choukhmane (Massachusetts Institute of Technology, United States)
José Azar (University of Navarra, Spain)
Marina Friedrich (Vrije Universiteit Amsterdam)