TY  - JOUR

T1  - A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

JO  - Econometric Reviews

UR  - https://eprints.whiterose.ac.uk/id/eprint/137670

UR  - https://doi.org/10.1080/07474938.2014.975644

PY  - 2016/07/02

AU  - Perera I

AU  - Hidalgo J

AU  - Silvapulle MJ

ED  - 

DO  - DOI: 10.1080/07474938.2014.975644

PB  - Taylor & Francis

VL  - 35

IS  - 6

SP  - 1111

EP  - 1141

Y2  - 2025/12/07

ER  -