Heterogeneous component multiplicative error models for forecasting trading volumes
Antonio Naimoli, Giuseppe Storti
| Year of publication: |
2019
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|---|---|
| Authors: | Naimoli, Antonio ; Storti, Giuseppe |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1332-1355
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| Subject: | Dynamic component models | Forecasting | Intra-daily trading volume | Long-range dependence | MIDAS | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1325-1326 |
| Other identifiers: | 10.1016/j.ijforecast.2019.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305333