Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market - Central European Journal of Economic Modelling and Econometrics - Issue 4 (2014) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2014 | 4 |

Article title

Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market

Authors

Huptas, Roman

Content

Full texts:

oai-journals-pan-pl-103746/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne autoregressive conditional duration model (ACD model) tradedurations financial market microstructure Bayesian inference

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2014

Issue

4

Physical description

Contributors

author

Huptas, Roman

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-103746

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