Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (Q4554455)
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scientific article; zbMATH DE number 6979490
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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14 November 2018
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traded volume
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forecasting
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ACV model
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market microstructure
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high frequency
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Bayesian analysis
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