To cite 'intradayModel' in publications, please use:

Xiu S, Yu Y, Palomar DP (2023). intradayModel: Modeling and Forecasting Financial Intraday Signals. R package version 0.0.1, https://CRAN.R-project.org/package=intradayModel.

Chen R, Feng Y, Palomar DP (2016). “Forecasting Intraday Trading Volume: A Kalman Filter Approach.” Available at SSRN. https://dx.doi.org/10.2139/ssrn.3101695.

Corresponding BibTeX entries:

  @Manual{,
    title = {intradayModel: Modeling and Forecasting Financial Intraday
      Signals},
    author = {Shengjie Xiu and Yifan Yu and Daniel P. Palomar},
    note = {R package version 0.0.1},
    year = {2023},
    url = {https://CRAN.R-project.org/package=intradayModel},
  }

  @Article{,
    title = {Forecasting Intraday Trading Volume: A Kalman Filter
      Approach},
    author = {Ren Chen and Yiyong Feng and Daniel P. Palomar},
    journal = {Available at SSRN},
    year = {2016},
    url = {https://dx.doi.org/10.2139/ssrn.3101695},
  }