Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
Year of publication: |
2009
|
---|---|
Authors: | Allen, David ; Lazarov, Zdravetz ; McAleer, Michael ; Peiris, Shelton |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 79.2009, 8, p. 2535-2555
|
Publisher: |
Elsevier |
Subject: | ACD models | Comparison | Forecasts | Australia |
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