Bayesian analysis of asymmetric stochastic conditional duration model
Zhongxian Men, Adam W. Kolkiewicz and Tony S. Wirjanto
| Year of publication: |
2015
|
|---|---|
| Authors: | Men, Zhongxian ; Kolkiewicz, Adam W. ; Wirjanto, Tony S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 1, p. 36-56
|
| Subject: | stochastic conditional duration | slice sampler | Bayesian inference | correlation | logarithmic transformation | Bayes-Statistik | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dauer | Duration | Markov-Kette | Markov chain | Statistische Bestandsanalyse | Duration analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Korrelation | Correlation | Schätzung | Estimation | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305352