Functional dynamic factor model for intraday price curves

Piotr Kokoszka; Hong Miao; Xi Zhang

Year of publication:	2015
Authors:	Kokoszka, Piotr ; Miao, Hong ; Zhang, Xi
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 2, p. 456-477
Subject:	functional factor model \| intraday price curves \| oil futures \| Theorie \| Theory \| Volatilität \| Volatility \| Faktorenanalyse \| Factor analysis \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Ölpreis \| Oil price

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