Bayesian inference for the log-symmetric autoregressive conditional duration model

Author:

LEÃO JEREMIAS1ORCID,PAIXÃO RAFAEL2ORCID,SAULO HELTON3ORCID,LEAO THEMIS1ORCID

Affiliation:

1. Universidade Federal do Amazonas, Brazil

2. Universidade de São Paulo, Brazil

3. Universidade de Brasília, Brasil

Publisher

FapUNIFESP (SciELO)

Subject

Multidisciplinary

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3. The logarithmic ACD model: An application to the bid-ask quote process of three NYSE stocks;BAUWENS L;Ann Econ Stat,2000

4. R package ACDm: Tools for autoregressive conditional duration model;BELFRAGE M,2015

5. The Birnbaum-Saunders autoregressive conditional duration model;BHATTI C;Math Comput Simul,2010

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On a quantile autoregressive conditional duration model;Mathematics and Computers in Simulation;2023-01

2. On a length-biased Birnbaum-Saunders regression model applied to meteorological data;Communications in Statistics - Theory and Methods;2022-02-27

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