Bootstrapping Autoregressive Duration Models
Anders Rahbek (University of Copenhagen, Denmark)
- Erasmus Econometric Institute Series
Anders Rahbek (University of Copenhagen, Denmark)
Maartje van Wijhe
Dana Sisak
Emanuel Mönch (Frankfurt School of Finance & Management, Germany)
Ludger Woessmann (LMU Munich, Ifo, Germany)
Ekaterina Kazak (University of Birmingham)
Tom Van Ourti
Mathias Ekström (NHH Norwegian School of Economics, Norway)
Magnus Dahlquist (Stockholm School of Economics, Sweden)
Patrick Agte (Stockholm School of Economics, Sweden)
Jelle Goeman (Leiden University Medical Center)
Michael Boutros (University of Toronto, Canada)
Olivier Kooi (London School of Economics, United Kingdom)
Petra Persson (Stanford University, United States)
Fatma Selcen Palut
Martin Weidner (University of Oxford, United Kingdom)
Wenjiao Cao (Erasmus University Rotterdam)
Margarita Tsoutsoura (Washington University in St. Louis, United States)
David de la Croix (UC Louvain, Belgium)
Yannick Hoga (Universität Duisburg-Essen, Germany)