Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272): Difference between revisions

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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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