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person:"Giles, David E. A."
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Linton, Oliver"
~person:"McAleer, Michael"
~source:"econis"
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Search: subject_exact:"Estimation theory"
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Giles, David E. A.
Linton, Oliver
McAleer, Michael
Allen, David E.
7
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School of Accounting, Finance and Economics & FEMARC working paper series
Journal of econometrics
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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
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2007
Persistent link: https://www.econbiz.de/10003477122
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Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
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2006
Persistent link: https://www.econbiz.de/10003383578
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