Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks

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Publication:299272

DOI10.1016/j.jeconom.2008.09.020zbMath1429.62649OpenAlexW2034392244MaRDI QIDQ299272

Felix T. S. Chan, Michael McAleer, M. Shelton Peiris, David E. Allen

Publication date: 22 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/34878




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