Bayesian inference of asymmetric stochastic conditional duration models (Q5222408)
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scientific article; zbMATH DE number 7184672
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| English | Bayesian inference of asymmetric stochastic conditional duration models |
scientific article; zbMATH DE number 7184672 |
Statements
Bayesian inference of asymmetric stochastic conditional duration models (English)
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1 April 2020
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stochastic conditional duration
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Bayesian inference
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Markov chain Monte Carlo
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correlation effect
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deviance information criterion
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slice sampler
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0.8544983267784119
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0.8190338611602783
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0.8160170912742615
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0.7806838750839233
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0.7729237079620361
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