Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272): Difference between revisions
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Revision as of 18:23, 29 February 2024
scientific article
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| English | Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks |
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Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (English)
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22 June 2016
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conditional duration
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asymmetry
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ACD
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log-ACD
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Monte Carlo simulation
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