Monitoring the intraday volatility pattern
Robertas Gabrys, Siegfried Hörmann, and Piotr Kokoszka
| Year of publication: |
2013
|
|---|---|
| Authors: | Gabrys, Robertas ; Hörmann, Siegfried ; Kokoszka, Piotr |
| Subject: | change point detection | intraday volatility | functional data analysis | sequential analysis | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10010225463