Bayesian non-linear quantile effects on modelling realized kernels
Manh Cuong Dong, Cathy W. S. Chen, Manabu Asai
| Year of publication: |
2023
|
|---|---|
| Authors: | Dong, Manh Cuong ; Chen, Cathy W. S. ; Asai, Manabu |
| Subject: | abnormal trading volume | Bayesian MCMC methods | intraday returns | posterior odds ratio | threshold quantile model with GARCH effects | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Markov-Kette | Markov chain | Schätzung | Estimation | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2459 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253335