44 West Fourth Street
New York, NY 10012
United States
Stern School of Business, New York University
SSRN RANKINGS
in Total Papers Citations
Bartlett Correction, Likelihood Ratio Test, Curvature
frequency domain, portmanteau test
Sample spectral distribution function, Martingale difference, Conditional heteroscedasticity, Cramér von-Mises statistic
Long Memory Stochastic Duration, Autoregressive Conditional Duration, Rosenthal type Inequality
Boundary value, confidence interval, curvature, restricted likelihood, unit root
Bartlett correction, likelihood ratio test, curvature
Periodogram, bandwith
Stable, Goodness-of-fit, Conditional heteroscedasticity, Tail index