Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (Q4554455)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6979490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market |
scientific article; zbMATH DE number 6979490 |
Statements
Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (English)
0 references
14 November 2018
0 references
traded volume
0 references
forecasting
0 references
ACV model
0 references
market microstructure
0 references
high frequency
0 references
Bayesian analysis
0 references
0 references
0 references
0 references
0 references
0 references
0.7069584131240845
0 references
0.7008340954780579
0 references
0.6987146139144897
0 references
0.6981494426727295
0 references
