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A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
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Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476
Persistent link: https://www.econbiz.de/10011580989