Bayesian inference of asymmetric stochastic conditional duration models
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Publication:5222408
DOI10.1080/00949655.2015.1060235OpenAlexW1605241249MaRDI QIDQ5222408
Zhongxian Men, Tony S. Wirjanto, Adam W. Kolkiewicz
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://www.rcea.org/RePEc/pdf/wp28_13.pdf
Markov chain Monte CarloBayesian inferencedeviance information criterioncorrelation effectslice samplerstochastic conditional duration
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