Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market

✍ Scribed by David Allen; Zdravetz Lazarov; Michael McAleer; Shelton Peiris

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 936 KB
• Volume: 79
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2008.12.014