Intraday end-of-day volume prediction
Alessio Sancetta
| Year of publication: |
2021
|
|---|---|
| Authors: | Sancetta, Alessio |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 3, p. 472-495
|
| Subject: | unctional regression | hypothesis testing | parameter at the boundary | restricted model | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654952