The UHF-GARCH-type model in the analysis of intraday volatility and price durations : the Bayesian approach

von Huptas, Roman
Veröffentlicht in Central European journal of economic modelling and econometrics (2016)

Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market

von Huptas, Roman
Veröffentlicht in Quantitative finance (2018)

Bayesian estimation and prediction for ACD models in the analysis of trade durations from the Polish stock market

von Huptas, Roman
Veröffentlicht in Central European journal of economic modelling and econometrics (2014)