Title

Revisiting In-Sample Bayesian Comparison of Alternative Multiplicative Error Models: Evidence from Trade Durations and Intraday Trading Volumes for the Polish Stock Market

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2025

Issue

No 3

Authors

Huptas, Roman

Affiliation

Huptas, Roman : Department of Statistics, Krakow University of Economics, Poland

Keywords

multiplicative error models ; trade duration ; intraday volume ; Bayesian model selection ; Bayes factors

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

223-265

Publisher

Oddział PAN w Łodzi

Date

2026.04.29

Type

Article

Identifier

DOI: 10.24425/cejeme.2025.159016