Publications of the selected author

1

Author:
Conference:
The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane, Polska, od 2019-05-13 do 2019-05-16
Title:
On the Impact of Intraday Trading Volume on Return's Volatility - a Case of the Warsaw Stock Exchange
Source:
The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH - Cracow: Wydawnictwo C.H. Beck, 2019, s. 80-87. - Summ. - Bibliogr.
Research program:
This work was financed from the funds granted to the Faculty of Management at Cracow University of Economics, within the framework of the subsidy for the maintenance of research potential
ISBN:
978-83-8158-734-1
Access mode:
Full text
CC-BY
Nr:
2168336985
chapter in conference materials
See main document
2

Author:
Title:
Point forecasting of intraday volume using Bayesian autoregressive conditional volume models
Source:
Journal of Forecasting. - vol. 38, iss. 4 (2019) , s. 293-310. - Summ. - Bibliogr.
2019 list:
70.00 pkt
Nr:
2168329149
article
3

Author:
Title:
Point and Density Prediction of Intra-day Volume Using Bayesian Linear ACV Models : Evidence from the Polish Stock Market
Source:
Quantitative Finance. - vol. 18, iss. 5 (2018) , s. 749-760. - Summ. - Bibliogr.
Ministerial journal list:
a 25.00 pkt
Nr:
2168322755
article
4

Author:
Conference:
The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, Zakopane, Polska, od 2017-05-09 do 2017-05-12
Title:
Forecasting intraday traded volume with the Weibull ACV Model : an Application to Polish Stocks
Source:
The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH - Cracow: Foundation of the Cracow University of Economics, 2017, s. 103-112. - Summ. - Bibliogr.
Research program:
This work has been financed from the funds granted to the Faculty of Management at Cracow University of Economics, within the framework of the subsidy for the maintenance of research potential
ISBN:
978-83-65173-85-0
Access mode:
Full text
CC BY
Nr:
2168313931
chapter in conference materials
See main document
5

Author:
Title:
The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations - the Bayesian Approach
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 8, nr 1 (2016) , s. 1-20. - Summ. - Bibliogr.
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Ministerial journal list:
b 14.00 pkt
Nr:
2168306787
article
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6

Author:
Title:
Modelowanie i prognozowanie zjawisk społeczno-gospodarczych
Source:
Kurier UEK / [red. Piotr CZARNIECKI]. - nr 1 (62) (2015) , s. 20-21. - Dostępny także w wersji on-line
Access mode:
Nr:
2168291477
unreviewed article
See main document
7

Author:
Title:
Wykładniczy model ACV w analizie dynamiki wolumenu transakcyjnego z rynku finansowego
Source:
Modelowanie i prognozowanie wybranych zagadnień społeczno-ekonomicznych : aspekty teoretyczne i aplikacyjne. Cz. 5 / kierownik tematu: Anna MALINA2014, s. 1[50]- 17[66] - Bibliogr.
Signature:
NP-1116/5/Magazyn
Nr:
2168300995
chapter in unpublished scientific work
See main document
8

Author:
Title:
Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
Source:
Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 6, nr 4 (2014) , s. 237-273. - Summ. - Bibliogr.
Access mode:
Ministerial journal list:
b 8.00 pkt
Nr:
2168288173
article
See main document
1
On the Impact of Intraday Trading Volume on Return's Volatility - a Case of the Warsaw Stock Exchange / Roman HUPTAS // W: The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH. - Cracow : Wydawnictwo C.H. Beck, 2019. - S. 80-87. - Summ. - Bibliogr. - ISBN 978-83-8158-734-1. - Pełny tekst: http://pliki.konferencjazakopianska.pl/proceedings_2019/pdf/r10.pdf
2
Point forecasting of intraday volume using Bayesian autoregressive conditional volume models / Roman HUPTAS // Journal of Forecasting. - vol. 38, iss. 4 (2019), s. 293-310. - Summ. - Bibliogr. - Pełny tekst: https://onlinelibrary.wiley.com/doi/full/10.1002/for.2555. - ISSN 0277-6693
3
Point and Density Prediction of Intra-day Volume Using Bayesian Linear ACV Models : Evidence from the Polish Stock Market / Roman HUPTAS // Quantitative Finance. - vol. 18, iss. 5 (2018), s. 749-760. - Summ. - Bibliogr. - ISSN 1469-7688
4
Forecasting intraday traded volume with the Weibull ACV Model : an Application to Polish Stocks / Roman HUPTAS // W: The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings / ed. Monika PAPIEŻ, Sławomir ŚMIECH. - Cracow : Foundation of the Cracow University of Economics, 2017. - S. 103-112. - Summ. - Bibliogr. - ISBN 978-83-65173-85-0. - Pełny tekst: http://pliki.konferencjazakopianska.pl/proceedings_2017/pdf/Huptas.pdf
5
The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations - the Bayesian Approach / Roman HUPTAS // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 8, nr 1 (2016), s. 1-20. - Summ. - Bibliogr. - Pełny tekst: http://cejeme.org/download.aspx?id=225. - ISSN 2080-0886
6
Modelowanie i prognozowanie zjawisk społeczno-gospodarczych / Roman HUPTAS // Kurier UEK / [red. Piotr CZARNIECKI]. - nr 1 (62) (2015), s. 20-21. - Dostępny także w wersji on-line. - Pełny tekst: http://issuu.com/uek_krakow/docs/kuier_luty_2015_internety. - ISSN 1689-7757
7
Wykładniczy model ACV w analizie dynamiki wolumenu transakcyjnego z rynku finansowego / Roman HUPTAS // W: Modelowanie i prognozowanie wybranych zagadnień społeczno-ekonomicznych : aspekty teoretyczne i aplikacyjne. Cz. 5 / kierownik tematu: Anna MALINA. - (2014), s. 1[50]- 17[66]. - Bibliogr.
8
Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market / Roman HUPTAS // Central European Journal of Economic Modelling and Econometrics (CEJEME) / eds. Jacek OSIEWALSKI, Aleksander Welfe. - vol. 6, nr 4 (2014), s. 237-273. - Summ. - Bibliogr. - Pełny tekst: http://cejeme.org/download.aspx?id=204. - ISSN 2080-0886
1
Huptas R., (2019), On the Impact of Intraday Trading Volume on Return's Volatility - a Case of the Warsaw Stock Exchange. [W:] Papież M., Śmiech S. (red.), The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings, Cracow : Wydawnictwo C.H. Beck, s. 80-87.
2
Huptas R., (2019), Point forecasting of intraday volume using Bayesian autoregressive conditional volume models, "Journal of Forecasting", vol. 38, iss. 4, s. 293-310; https://onlinelibrary.wiley.com/doi/full/10.1002/for.2555
3
Huptas R., (2018), Point and Density Prediction of Intra-day Volume Using Bayesian Linear ACV Models : Evidence from the Polish Stock Market, "Quantitative Finance", vol. 18, iss. 5, s. 749-760.
4
Huptas R., (2017), Forecasting intraday traded volume with the Weibull ACV Model : an Application to Polish Stocks. [W:] Papież M., Śmiech S. (red.), The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings, Cracow : Foundation of the Cracow University of Economics, s. 103-112.
5
Huptas R., (2016), The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations - the Bayesian Approach, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 8, nr 1, s. 1-20; http://cejeme.org/download.aspx?id=225
6
Huptas R., (2015), Modelowanie i prognozowanie zjawisk społeczno-gospodarczych, "Kurier UEK", nr 1 (62), s. 20-21; http://issuu.com/uek_krakow/docs/kuier_luty_2015_internety
7
Huptas R., (2014), Wykładniczy model ACV w analizie dynamiki wolumenu transakcyjnego z rynku finansowego. [W:] Malina A. (kierownik tematu), Modelowanie i prognozowanie wybranych zagadnień społeczno-ekonomicznych : aspekty teoretyczne i aplikacyjne. Cz. 5, s. 1[50]- 17[66].
8
Huptas R., (2014), Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market, "Central European Journal of Economic Modelling and Econometrics (CEJEME)", vol. 6, nr 4, s. 237-273; http://cejeme.org/download.aspx?id=204
1
@inbook{UEK:2168336985,
author = "Huptas Roman",
title = "On the Impact of Intraday Trading Volume on Return's Volatility - a Case of the Warsaw Stock Exchange",
booktitle = "The 13th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings",
pages = "80-87",
adress = "Cracow",
publisher = "Wydawnictwo C.H. Beck",
year = "2019",
isbn = "978-83-8158-734-1",
}
2
@article{UEK:2168329149,
author = "Huptas Roman",
title = "Point forecasting of intraday volume using Bayesian autoregressive conditional volume models",
journal = "Journal of Forecasting",
number = "vol. 38, iss. 4",
pages = "293-310",
year = "2019",
}
3
@article{UEK:2168322755,
author = "Huptas Roman",
title = "Point and Density Prediction of Intra-day Volume Using Bayesian Linear ACV Models : Evidence from the Polish Stock Market",
journal = "Quantitative Finance",
number = "vol. 18, iss. 5",
pages = "749-760",
year = "2018",
}
4
@inbook{UEK:2168313931,
author = "Huptas Roman",
title = "Forecasting intraday traded volume with the Weibull ACV Model : an Application to Polish Stocks",
booktitle = "The 11th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena : Conference Proceedings",
pages = "103-112",
adress = "Cracow",
publisher = "Foundation of the Cracow University of Economics",
year = "2017",
isbn = "978-83-65173-85-0",
}
5
@article{UEK:2168306787,
author = "Huptas Roman",
title = "The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations - the Bayesian Approach",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 8, 1",
pages = "1-20",
year = "2016",
}
6
@article{UEK:2168291477,
author = "Huptas Roman",
title = "Modelowanie i prognozowanie zjawisk społeczno-gospodarczych",
journal = "Kurier UEK",
number = "1 (62)",
pages = "20-21",
year = "2015",
}
7
@unpublished{UEK:2168300995,
author = "Huptas Roman",
title = "Wykładniczy model ACV w analizie dynamiki wolumenu transakcyjnego z rynku finansowego",
booktitle = "Modelowanie i prognozowanie wybranych zagadnień społeczno-ekonomicznych : aspekty teoretyczne i aplikacyjne. Cz. 5",
pages = "1[50]- 17[66]",
year = "2014",
}
8
@article{UEK:2168288173,
author = "Huptas Roman",
title = "Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market",
journal = "Central European Journal of Economic Modelling and Econometrics (CEJEME)",
number = "vol. 6, 4",
pages = "237-273",
year = "2014",
}