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