Comparison of Alternative ACD Models via Density and Interval Forecasts: Evidence from the Australian Stock Market By David Allen 1 , Zdravetz Lazarov 1 , Michael McAleer 2 and Shelton Peiris 3 1 School of Accounting, Finance and Economics, Edith Cowan University 2 School of Economics and Commerce, University of Western Australia 3 Department of Mathematics and Statistics, University of Sydney              !"# April 2007   $%$& Correspondence author: David E. Allen School of Accounting, Finance and Economics Faculty of Business and Law Edith Cowan University Joondalup, WA 6027 Australia Phone: +618 6304 5471 Fax: +618 6304 5271 ’ ()(( PDF processed with CutePDF evaluation edition www.CutePDF.com