On the Residual Autocorrelation of the LOG-Autoregressive Conditional Duration Model

Han Yu, Dang Hongpeng, Tian Baocheng

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Journal of Northeast Electric Power University ›› 2019, Vol. 39 ›› Issue (3) : 92-96. DOI: 10.19718/j.issn.1005-2992.2019-03-0092-05

On the Residual Autocorrelation of the LOG-Autoregressive Conditional Duration Model

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