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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~person:"Huptas, Roman"
~type_genre:"Aufsatz im Buch"
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Quantitative finance
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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