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

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