Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
David Allen; Felix Chan; Michael McAleer; Shelton Peiris
| Year of publication: |
2008
|
|---|---|
| Authors: | Allen, David E. ; Chan, Felix ; McAleer, Michael ; Peiris, Shelton |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 163-185
|
| Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003783798