Title

The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2016

Issue

No 1

Authors

Huptas, Roman

Keywords

intraday volatility ; price duration ; ACD model ; UHF-GARCH-type model ; Bayesian inference

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

1-20

Publisher

Oddział PAN w Łodzi

Date

31.03.2016

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2016.119184 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2016; No 1; 1-20