Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model.
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| Title: | Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model. |
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| 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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| FullText | Links: – Type: pdflink Text: Availability: 1 |
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| Header | DbId: msf DbLabel: Mathematics Source An: 100011735 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=100011735 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1002/for.2317 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 21 StartPage: 36 Titles: – TitleFull: Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Men, Zhongxian – PersonEntity: Name: NameFull: Kolkiewicz, Adam W. – PersonEntity: Name: NameFull: Wirjanto, Tony S. IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Text: Jan2015 Type: published Y: 2015 Identifiers: – Type: issn-print Value: 02776693 Numbering: – Type: volume Value: 34 – Type: issue Value: 1 Titles: – TitleFull: Journal of Forecasting Type: main |
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