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

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://ebvufind01.dmz1.zbw.eu/10014253335