Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6596552 / rank | |||
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conditional duration | |||
| Property / zbMATH Keywords: conditional duration / rank | |||
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asymmetry | |||
| Property / zbMATH Keywords: asymmetry / rank | |||
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ACD | |||
| Property / zbMATH Keywords: ACD / rank | |||
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log-ACD | |||
| Property / zbMATH Keywords: log-ACD / rank | |||
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Monte Carlo simulation | |||
| Property / zbMATH Keywords: Monte Carlo simulation / rank | |||
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Revision as of 21:33, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks |
scientific article |
Statements
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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