Stylized facts of high-frequency financial time series data
Year of publication: |
2021
|
---|---|
Authors: | Shakeel, Moonis ; Srivastava, Bhavana |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 22.2021, 2, p. 550-564
|
Subject: | autocorrelation | GARCH | High-frequency financial time series data | stationarity | stylized facts | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Theorie | Theory | Aktienindex | Stock index |
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