Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
| Year of publication: |
2015
|
|---|---|
| Authors: | Men, Zhongxian ; Kolkiewicz, Adam W. ; Wirjanto, Tony S. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 1, p. 36-56
|
| Publisher: |
John Wiley & Sons, Ltd. |