A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series

  • Authors: Christian Brownlees and Marina Vannucci.
  • Studies in Nonlinear Dynamics and Econometrics, Vol. 17, No. 1, 21--46, January 2013.
Subscribe to our newsletter
Want to receive the latest news and updates from the BSE? Share your details below.
Founding Institutions
Distinctions
Logo BSE
© Barcelona Graduate School of
Economics. All rights reserved.
FacebookInstagramLinkedinXYoutube