HUPTAS, Roman. 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, [S. l.], v. 8, n. 1, p. 1–20, 2015. DOI: 10.24425/cejeme.2016.119184. Disponível em: https://wydawnictwo.pan.pl/index.php/cejeme/article/view/169. Acesso em: 28 feb. 2026.