Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model.

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Bibliographic Details
Title: Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model.
Authors: Men, Zhongxian1, Kolkiewicz, Adam W.1, Wirjanto, Tony S.1,2
Source: Journal of Forecasting. Jan2015, Vol. 34 Issue 1, p36-56. 21p.
Database: Mathematics Source
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Description
ISSN:02776693
DOI:10.1002/for.2317