Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272)
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scientific article; zbMATH DE number 6596552
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| English | Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks |
scientific article; zbMATH DE number 6596552 |
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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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0.7612554430961609
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0.7572630047798157
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0.7356405854225159
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0.7352358102798462
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0.7325080633163452
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