Forecasting intraday volume: Comparison of two early modelsā
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DOI: 10.1016/j.frl.2016.11.018
Abstract: There are few intraday volume forecasting models in the literature, and they do not reflect on each other regarding forecast performance. This paper compares two models that are often referenced: the model of Bialkowski et… read more here.
Keywords: two early; volume; intraday volume; comparison two ... See more keywords