Narrow search
Showing 1 - 5 of 5
Cover Image
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Cover Image
Econometric modelling in finance and risk management: An overview
Gao, Jiti; Mcaleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
Cover Image
Econometric modelling in finance and risk management: An overview
Gao, Jiti; McAleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10008898210
Cover Image
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; Mcaleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
Cover Image
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10008898196