Pages that link to "Item:Q2228675"
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The following pages link to Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675):
Displaying 3 items.
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
