Finite sample properties of the QMLE for the Log-ACD model:...

Journal of Econometrics 2008 Vol. 147; Iss. 1

Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks

David Allen, Felix Chan, Michael McAleer, Shelton Peiris
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Volume:
147
Year:
2008
Language:
english
Pages:
23
DOI:
10.1016/j.jeconom.2008.09.020
File:
PDF, 3.89 MB
english, 2008
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