Bayesian Dynamic Modeling of High-Frequency Integer Price Changes
Year of publication: |
2018
|
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Authors: | Barra, Istvan |
Other Persons: | Borowska, Agnieszka (contributor) ; Koopman, Siem Jan (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (47 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2768650 [DOI] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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