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Least absolute deviation estimation of autoregressive conditional duration model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 2, 页码: 243-254
Authors:  Liu, Wei;  Wang, Hui-min;  Chen, Min
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
least absolute deviation estimation  ACD model  heavy tail