Spline-DCS for forecasting trade volume in high-frequency financial data

Date: 25 April 2016

Ryoko Ito

Economic Modelling

Spline-DCS for forecasting trade volume in high-frequency financial data


Type: working-paper

Ito, R. (2016). `Spline-DCS for Forecasting Trade Volume in High-Frequency Financial Data’, Cambridge Working Papers in Economics CWPE1606, University of Cambridge.


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