Bootstrapping Autoregressive Duration Models
Anders Rahbek (University of Copenhagen, Denmark)
- Erasmus Econometric Institute Series
Anders Rahbek (University of Copenhagen, Denmark)
Simon Donker van Heel
Kevin Lee (The University of Nottingham, United Kingdom)
Ines Wilms (Maastricht University)
Kevin Dano (Princeton University, United States)
Laura Coroneo (University of York, United Kingdom)
Sébastien Laurent (Aix-Marseille Université, France)
Christoph Breunig (University of Bonn, Germany)