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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, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; Mcaleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10008898196
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Econometric modelling in finance and risk management: An overview
Gao, Jiti; Mcaleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
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Econometric modelling in finance and risk management: An overview
Gao, Jiti; McAleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10008898210