Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model

Zhongxian Men, Adam W. Kolkiewicz and Tony S. Wirjanto

Journal of Forecasting, 2015, vol. 34, issue 1, 36-56

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:34:y:2015:i:1:p:36-56

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