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"Bayesian analysis of the stochastic conditional duration model."

Chris M. Strickland, Catherine S. Forbes, Gael M. Martin (2006)

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DOI: 10.1016/J.CSDA.2005.07.005

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - https://dblp.org/rec/journals/csda/StricklandFM06
Chris M. Strickland, Catherine S. Forbes, Gael M. Martin:
Bayesian analysis of the stochastic conditional duration model. Comput. Stat. Data Anal. 50(9): 2247-2267 (2006)

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