A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model

dc.contributor.author	Fernandes, M	en_US
dc.contributor.author	Medeiros, MC	en_US
dc.contributor.author	Veiga, A	en_US
dc.date.accessioned	2016-12-01T15:44:40Z
dc.date.issued	2016-08-08	en_US
dc.date.submitted	2016-10-17T10:56:48.432Z
dc.identifier.uri	http://qmro.qmul.ac.uk/xmlui/handle/123456789/18085
dc.format.extent	1221 - 1250	en_US
dc.language.iso	en	en_US
dc.subject	Explosive regimes	en_US
dc.subject	Neural networks	en_US
dc.subject	Quasi-maximum likelihood	en_US
dc.subject	Sieve estimation	en_US
dc.subject	Smooth transition	en_US
dc.subject	Stationarity	en_US
dc.title	A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model	en_US
dc.type	Scholarly Edition
dc.rights.holder	© 2016 Taylor & Francis
dc.identifier.doi	10.1080/07474938.2014.977071	en_US
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000373554700003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a	en_US
pubs.declined	2016-10-17T10:56:57.737+0100
pubs.notes	Not known	en_US
pubs.publication-status	Published	en_US