Bayesian analysis of the stochastic conditional duration model
| Year of publication: |
2006
|
|---|---|
| Authors: | Strickland, Chris M. ; Forbes, Catherine S. ; Martin, Gael M. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 9, p. 2247-2267
|
| Publisher: |
Elsevier |