Revisiting In-Sample Bayesian Comparison of Alternative Multiplicative Error Models: Evidence from Trade Durations and Intraday Trading Volumes for the Polish Stock Market
trade duration
ISSN - 2080-0886, ISSN online - 2080-119X
Oddział PAN w Łodzi
intraday volume
Huptas, Roman
Bayesian model selection
Bayes factors
Central European Journal of Economic Modelling and Econometrics; 2025; No 3; 223-265
Nauki Humanistyczne i Społeczne
multiplicative error models
Article