Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272)
From MaRDI portal
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)
0 references
22 June 2016
0 references
conditional duration
0 references
asymmetry
0 references
ACD
0 references
log-ACD
0 references
Monte Carlo simulation
0 references
0 references
0 references
