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~person:"McAleer, Michael"
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ACD models
2
Daily Seasonality
1
Density forecasts Acknowledgements: The authors are most grateful to a referee for helpful comments and suggestions. This paper forms part of an ARC Linkage Grant research project
1
Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project
1
entitled ÃModelling stock market liquidity in Australia and the Asia Pacific RegionÓ. We are grateful to the Australian Research Council for financial support. The financial data has been kindly provided by the Industry Partner
1
the Securities Research Institute (SIRCA)
1
ÃModelling stock market liquidity in Australia and the Asia Pacific RegionÓ. We are grateful to the Australian Research Council for financial support. The financial data has been graciously provided by the Securities Research Institute (SIRCA) which is our industry partner
1
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McAleer, Michael
Kusiak, Andrew
8
Allen, David E.
2
Buntrock, Oliver.
2
Böhm, Volker
2
Coloma, Germán
2
Crowley, Patrick M.
2
Doces, John A.
2
Guclu, Hakan
2
Henning, C. Randall.
2
Kikuchi, Tomoo
2
Lazarov, Zdravetz
2
Marzinotto, Benedicta.
2
Ng, Yew-Kwang
2
Scherer, Frederic Michael
2
Abad, Pilar
1
Adanma, Ichie Victoria
1
Adrian, Tobias
1
Alfonso, Elio
1
Alioglu, Vuslat Us
1
Andrews, Margaret S.
1
Antle, John M.
1
Arciero, Luca
1
Arvin-Rad, Hassan
1
Azali, M.
1
BELEN, Tuncay
1
Ball, Laurence
1
Basu, Arnab K.
1
Biancotti, Claudia
1
Bishoge, Obadia K.
1
Bollman, Ray
1
Bratarchuk, Sergey
1
Broadberry, Stephen
1
Broniszewska, Aneta
1
Brovelli, Ernesto
1
Budlewska, Renata
1
CHIOSA, Ana Raluca
1
Carman, James M.
1
Carreño, Daniel Felipe Parra
1
Chege, Samwel M.
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School of Business, Edith Cowan University
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Comparison of Alternative ACD Models via Density and Interval Forecasts: Evidence from the Australian Stock Market
Allen, David E.
;
Lazarov, Zdravetz
;
McAleer, Michael
; …
-
School of Business, Edith Cowan University
-
2007
In
this
paper a number of alternative ACD models are compared using a sample of data for three major companies traded …
Persistent link: https://www.econbiz.de/10009642866
Saved in:
2
Modelling Intra-day Seasonality and Forecasting Densities in Financial Duration Data
Allen, David E.
;
Lazarov, Zdravetz
;
McAleer, Michael
-
School of Business, Edith Cowan University
-
2007
In
this
paper we model intra-daily seasonality in the shape of the residual distribution of the standard ACD model …
Persistent link: https://www.econbiz.de/10009642868
Saved in:
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