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
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| Subject: | functional factor model | intraday price curves | oil futures | Theorie | Theory | Volatilität | Volatility | Faktorenanalyse | Factor analysis | Börsenkurs | Share price | Schätzung | Estimation | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339294