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MR2472990
(2010b:62328)
62M10
(62M09 62P05 91Gxx)
Allen, David; Chan, Felix; McAleer, Michael; Peiris, Shelton Finite sample properties of the QMLE for the Log-ACD model: application to Australian stocks. J. Econometrics 147 (2008), no. 1, 163--185. |
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