Details

Title

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

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2014

Numer

No 4

Authors

Keywords

autoregressive conditional duration model (ACD model) ; tradedurations ; financial market microstructure ; Bayesian inference

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

237-273

Publisher

Oddział PAN w Łodzi

Date

31.12.2014

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2014.119242

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