封面圖片

On estimation of autoregressive conditional duration (ACD) models based on different error distributions

Autoregressive Conditional Duration (ACD) models playa central role in modelling high frequency financial data. The Maximum Likelihood (ML) and Quasi Maximum Likelihood (QML) methods are widely used in parameter estimation. This paper considers a semi parametric approach based on the theory of Esti...

Saved in:

書目詳細資料
Main Authors:	Pathmanathan, D., Ng, K.H., Peiris, S.
格式:	Conference or Workshop Item
語言:	English
出版:	2010
主題:	AC Collections. Series. Collected works
在線閱讀:	http://eprints.um.edu.my/11137/1/On_Estimation_of_Autoregressive.pdf http://eprints.um.edu.my/11137/
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Fitting weibull ACD models to high frequency transactions data: A semi-parametric approach based on estimating functions
由: Ng, K.H., et al.
出版: (2009)

Estimation of the Autoregressive Order in the Presence of Measurement Errors
由: Terence, Tai-Leung Chong, et al.
出版: (2006)

The Effect Of Rating Errors Towards The Effectiveness Of Performance Appraisal
由: Sabrina, Nasser Khan, et al.
出版: (2011)

Horizontal distribution of intertidal nematode from Sabah, Malaysia
由: Mohd Long, Shabdin, et al.
出版: (2008)

Comparative distribution and diversity of bats from selected localities in Sarawak
由: Kumaran, Jayaraj Vijaya, et al.
出版: (2011)

Adsorption of Escherichia coli in Different Soils
由: Ling, T. Y., et al.
出版: (2013)

Modeling the decay of Escherichia Coli in different soils
由: Ling, Teck Yee, et al.
出版: (2014)

Diversity and Distribution of Polyporales in Peninsular Malaysia (Kepelbagaian dan Taburan Polyporales di Semenanjung Malaysia)
由: Mohammad Hasnul, Bolhassan, et al.
出版: (2012)

Job satisfaction and job performance : The moderating role of gender differences
由: Heng, Lee Kiang, et al.
出版: (2011)

Do Time, Heterochromatin, NORs, or Chromosomal Rearrangements Correlate with Distribution of Interstitial Telomeric Repeats in Sigmodon (Cotton Rats)?
由: Vicki J., Swier, et al.
出版: (2012)

New distribution record of the Ashy Roundleaf Bat Hipposideros cineraceus Blyth 1853 in Sarawak, Malaysian Borneo : Conservation implications
由: Siti Nurlydia, Sazali, et al.
出版: (2011)

Characterization of the active substances in water conditioned by the coralline red alga Corallina pilulifera as inducers of metamorphosis in larvae of the sea urchin Anthocidaris crassispina
由: Jing-Yu, Li, et al.
出版: (2004)

Escherichia Coli survival in Lagoon waste water different temperature and pH
由: Then, Y.P., et al.
出版: (2005)

Gender and educational stream differences in memory retention for verbal and non-verbal tasks
由: Norehan, Zulkiply, et al.
出版: (2008)

Pragmalinguistic Differences between Proficient and Less Proficient Malay Learners of English in Request
由: Ernisa, Marzuki, et al.
出版: (2009)

Fish Fauna and Water Quality under Different Land Uses at Sungai Asap, Belaga Sarawak
由: Lee, Nyanti, et al.
出版: (2013)

Effects Of Different Watering Regimes On Foliar Spectral Reflectance And Chlorophyll Content Of Jatropha curcas Linn.
由: Sulok, K.M.T., et al.
出版: (2012)

The web-based secondary schools excess textbook-on-loan database management system (eXcess ToLDatabase)
由: Ng, Siat Chin
出版: (2005)

The web-based secondary schools excess textbook-on-loan database management system (eXcess ToLDatabase)
由: Ng, Siat Chin
出版: (2005)

Prevalence of depressive symptoms and its correlation with self-esteem among primary school children in Kuching
由: Ng, Albert Jia Jun
出版: (2009)

Evaluation and diagnosis of the english language self access centre in the primary schools in Kuching-Samarahan
由: Ng, Evelyn Chiew Yew
出版: (2003)

The "world" of Ouyang Xiu's literary work: From the perspective of emotion
由: Seong, L.D.
出版: (2010)

Faktor dorongan yang berkaitan dengan prestasi kerja generasi x dan generasi boom
由: Hassan, Zaiton, et al.
出版: (2002)

Penetration And Retention Rubberwood (Hevea Brasluensis) Of CCA In Rubberwood (Hevea Brasluensis)
由: Jusoh, Ismail, et al.
出版: (2000)

Laboratory Evaluation of Natural Decay Resistance and Efficacy of CCA-Treated Rubberwood (Hevea brasiliensis Muel!. Arg.)
由: Jusoh, Ismail, et al.
出版: (2001)

The impact of the supervisor's role in training programmes on the transfer of training : a case study in four east malaysian local governments
由: Ng , Kueh Hua, et al.
出版: (2011)

The impact of the Supervisor's Role in training Programmes on the transfer of training : A case study in four East Malaysian Local Governments
由: Ng , Kueh Hua, et al.
出版: (2011)

Learning materials and human factors: looking at the Chemistry in the genre-based approach classroom
由: Mahadhir, Mahanita, et al.
出版: (2006)

Understanding the nature of oil fluctuations using 1 neutral network moving average: A study on the returns of crude oil futures
由: Phooi M’ng, J.C., et al.
出版: (2015)

Water Quality And Fish Production At Pejiru Pond,Bau, Sarawak
由: Ella, M.D, et al.
出版: (2006)

Calligraphy paintings in Malaysia: Clarification as an art tradition
由: Hamidon, N.A., et al.
出版: (2011)

Architecture of Online Intelligent Counseling System
由: Mohd Said, Siti Norazilah, et al.
出版: (2013)

Optimal Water Temperature and Salinity for Production of Blue Swimming Crab, Portunus pelagicus 1st Day Juvenile Crab
由: Mhd, Ikhwanuddin, et al.
出版: (2012)

Mammal Records from Briscoe, Dickens, Hall, and Motley Counties, Texas
由: Howell, Eric K., et al.
出版: (2009)

Harmony 404: a society undeciphered
出版: (2017)

Mechatronics book series - selected ICOM paper
由: Abdul Muthalif, Asan Gani
出版: (2012)

Menulis Ulasa Buku untuk Akhbar Majalah & Jurnal Ilmiah
由: Hashim , Roosfa
出版: (2009)

Mohd. Ghazali Abdul Rahman 1938-2007: Dari Mercu Ke Mercu
由: Hashim, Roosfa
出版: (2010)

Said Ibrahim 1923-2001: Mufti Tegas dan Terbilang
由: Hashim, Roosfa
出版: (2009)

HELM based Reinforcement Learning for Goal Localization
由: AlDahoul, Nouar, et al.
出版: (2016)