Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
type: Item
instance of: scholarly article
title: Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
zbMATH Open document ID: 1162.91520
author: Zdravetz Lazarov
author: Michael McAleer
author: Shelton Peiris
author: D. E. Allen
published in: Mathematics and Computers in Simulation
publication date: 2009-06-18T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5566448
zbMATH Keywords: ACD models
zbMATH Keywords: comparison
zbMATH Keywords: forecasts
zbMATH Keywords: Australia
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.12.014
OpenAlex ID: W1992761800
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DOI: 10.1016/J.MATCOM.2008.12.014
description: scientific article; zbMATH DE number 5566448