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Bayesian estimation and prediction for ACD models in the analysis of trade durations from the Polish stock market
Huptas, Roman, (2014)
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman, (2018)
The UHF-GARCH-type model in the analysis of intraday volatility and price durations : the Bayesian approach
Huptas, Roman, (2016)