Bayesian analysis of the stochastic conditional duration model

Christopher Mark Strickland, Catherine Scipione Forbes, Gael Margaret Martin

Research output: Contribution to journalArticleResearchpeer-review

24 Citations (Scopus)
Original languageEnglish
Pages (from-to)2247 - 2267
Number of pages21
JournalComputational Statistics and Data Analysis
Volume50
Issue number9
DOIs
Publication statusPublished - 2006

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