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TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES

Henryk Gurgul () and Artur Machno ()
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Artur Machno: Department of Applications of Mathematics in Economics, Faculty of Management, AGH University of Science and Technology, Al. Mickiewicza 30, 30-059 Krakow, Poland.

Statistics in Transition New Series, 2017, vol. 18, issue 1, 91-114

Abstract: The main goal of this paper is to present the method for describing and predicting trade intensity on the Warsaw...

Keywords: high frequency data; daily trade pattern; Warsaw Stock Exchange; market microstructure. (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:18:y:2017:i:1:p:91-114

DOI: 10.21307/stattrans-2016-059

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