Pages that link to "Item:Q736572"
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The following pages link to Bayesian estimation and inference for log-ACD models (Q736572):
Displaying 6 items.
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- Nonlinear least squares estimation of Log-ACD models (Q1782029) (← links)
- Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (Q4554455) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
