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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