Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/12/1/89/2438432/nbt002.pdf
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1. Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
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