Semiparametric Duration Models

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Name	CentER Discussion Paper
Volume	2001-11

Keywords

@techreport{845b71c695254006a0df40c521c063b0,

title = "Semiparametric Duration Models",

keywords = "adaptiveness, durations, one-step improvement, semiparametric efficiency",

author = "F.C. Drost and B.J.M. Werker",

note = "Pagination: 26",

year = "2001",

language = "English",

volume = "2001-11",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}