Monitoring the intraday volatility pattern
Year of publication: |
2013
|
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Authors: | Gabrys, Robertas ; Hörmann, Siegfried ; Kokoszka, Piotr |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 5.2013, 2, p. 87-116
|
Subject: | change point detection | intraday volatility | functional data analysis | sequential analysis | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/jtse-2012-0006 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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