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~isPartOf:"Journal of Asia Pacific business"
~isPartOf:"Working papers / School of Business, Edith Cowan University"
~language:"eng"
~subject:"Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project"
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Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project
ACD models
2
Auslandsinvestition
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Australia
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Australien
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China
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Foreign investment
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Australian
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Australian banks
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Australian emerging markets
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Australian steam coal export
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Australian steam coal price
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Australisch
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Außenhandelspreis
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Conditional distance to default
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Daily Seasonality
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Density forecasts Acknowledgements: The authors are most grateful to a referee for helpful comments and suggestions. This paper forms part of an ARC Linkage Grant research project
1
Dienstleistungshandel
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Dienstleistungssektor
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Globalisierung
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Probability of default
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Allen, David E.
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Lazarov, Zdravetz
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McAleer, Michael
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Peiris, Shelton
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School of Business, Edith Cowan University
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Journal of Asia Pacific business
Working papers / School of Business, Edith Cowan University
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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
;
McAleer, Michael
; …
-
School of Business, Edith Cowan University
-
2007
on the
Australian
Stock Exchange. The comparison is performed by employing the methodology for evaluating density and …
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