"Bayesian Analysis of Stochastic Conditional Duration Models with Intraday ..."

Tomoki Toyabe, Makoto Nakakita, Teruo Nakatsuma (2024)

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DOI: 10.1109/IIAI-AAI63651.2024.00064

access: closed

type: Conference or Workshop Paper

metadata version: 2024-11-08

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Tomoki Toyabe, Makoto Nakakita, Teruo Nakatsuma:
Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra-deferred Future Seasonalities in High-frequency Commodity Market. IIAI-AAI 2024: 305-311

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