Bayesian inference for the log-symmetric autoregressive conditional duration model

DOI10.1590/0001-3765202120190301MaRDI QIDQ7013943zbMATH OpenFDO

Authors Jeremias Leão, Rafael Paixão, Helton Saulo, Themis Leão

Publication date 11 March 2025

Published in Anais da Academia Brasileira de Ciências (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1590/0001-3765202120190301

zbMATH Keywords

ACD modelsBayesian inferencehigh-frequency financial datalog-symmetric distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

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• Bayesian inference for the log-symmetric autoregressive conditional duration model

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