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person:"Yu, Xinghua"
~person:"Men, Zhongxian"
~person:"Strickland, Chris M."
~subject:"Markov-Kette"
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Markov-Kette
Duration analysis
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Statistische Bestandsanalyse
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stochastic conditional duration
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Yu, Xinghua
Men, Zhongxian
Strickland, Chris M.
Florens, Jean-Pierre
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Fougère, Denis
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Gørgens, Tue
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Hyslop, Dean Robert
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Journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
Saved in:
2
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.
;
Forbes, Catherine Scipione
; …
-
2003
Persistent link: https://www.econbiz.de/10001854434
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