Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
David Allen, Zdravetz Lazarov, Michael McAleer and Shelton Peiris
| Year of publication: |
Arp. 2007
|
|---|---|
| Authors: | Allen, David E. ; Lazarov, Zdravetz N. ; McAleer, Michael ; Peiris, Shelton |
| Publisher: |
Joondalup, WA : School of Acc., Finance and Economics, [u.a.], Edith Cowan Univ. |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Australien | Australia |
| Extent: | Online-Ressource, 14, [12] S. = 353.32 KB, Text graph. Darst. |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 0703 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003477122