Bootstrapping Autoregressive Duration Models
Anders Rahbek (University of Copenhagen, Denmark)
- Erasmus Econometric Institute Series
Anders Rahbek (University of Copenhagen, Denmark)
Kevin Lee (The University of Nottingham, United Kingdom)
Laura Coroneo (University of York, United Kingdom)
Sébastien Laurent (Aix-Marseille Université, France)
Nikolaus Hautsch (University of Vienna, Austria)