Bootstrapping Autoregressive Duration Models
Anders Rahbek (University of Copenhagen, Denmark)
- Erasmus Econometric Institute Series
Anders Rahbek (University of Copenhagen, Denmark)
Maartje van Wijhe
Vahid Moghani
Irene Iodice (Bielefeld University, Germany)
Vrinda Mittal (University of North Carolina, United States)
Emre Ekinci (Koç University, Turkey)
Kevin Lee (The University of Nottingham, United Kingdom)
Fabrizio Colella (USI Lugano, Switzerland)
Elisabeth Leduc
Fabrizio Mazzonna (USI Lugano, Switzerland)
Marius Hees
Mohammed Mardan (Norwegian School of Economics, Norway)
Jean Edouard Colliard (HEC Paris, France)
Felix Chopra (Frankfurt School of Finance & Management, Germany
Laura Coroneo (University of York, United Kingdom)
Vahid Moghani
Lorenzo Lagos (Brown University, United States)
Steffen Andersen (Danmarks Nationalbank)
Elliott Weder
Sébastien Laurent (Aix-Marseille Université, France)