An autoregressive ordered probit model with application to high-frequency financial data

Journal of Computational and Graphical Statistics

Volumn 14, Issue 2, 2005, Pages 320-338

  Müller, Gernot ^a   Czado, Claudia ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Bayes factor; Markov chain Monte Carlo; Multigrid Monte Carlo; Transformation group

Indexed keywords

EID: 20744449117     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186005X48687     Document Type: Article

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