Details Details PDF BIBTEX RIS Title Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2014 Issue No 4 Authors Huptas, Roman Keywords autoregressive conditional duration model (ACD model) ; tradedurations ; financial market microstructure ; Bayesian inference Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 237-273 Publisher Oddział PAN w Łodzi Date 31.12.2014 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2014.119242 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2014; No 4; 237-273 <div class="test"></div>