Original language | English |
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Pages (from-to) | 755-792 |
Journal | Bayesian Analysis |
Volume | 6 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Dec 2011 |
Bayesian Cointegrated Vector Autoregression Models Incorporating alpha-stable Noise for Inter-day Price Movements Via Approximate Bayesian Computation
Gareth W. Peters, Balakrishnan Kannan, Ben Lasscock, Chris Mellen, Simon Godsill
Research output: Contribution to journal › Article › peer-review
7
Citations
(Scopus)