Bayesian inference of asymmetric stochastic conditional duration models.
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| Title: | Bayesian inference of asymmetric stochastic conditional duration models. |
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| Authors: | Men, Zhongxian1, Kolkiewicz, Adam W.1, Wirjanto, Tony S.1,2 |
| Source: | Journal of Statistical Computation & Simulation. May2016, Vol. 86 Issue 7, p1295-1319. 25p. |
| Database: | Academic Search Ultimate |
| ISSN: | 00949655 |
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| DOI: | 10.1080/00949655.2015.1060235 |
