Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
| Year of publication: |
2008
|
|---|---|
| Authors: | Allen, David ; Chan, Felix ; McAleer, Michael ; Peiris, Shelton |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 163-186
|