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
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)
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:18:y:2017:i:1:p:91-114
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