Structural break detection in financial durations
Year of publication: |
2018
|
---|---|
Authors: | Zhang, Yaohua ; Ravishanker, Nalini ; Zou, Jian |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 34.2018, 6 (21.09.), p. 992-1006
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Clustering high‐frequency financial time series based on information theory
Liu, Haitao, (2021)
-
Volatility estimation and option pricing
Zou, Jian, (2009)
-
Large volatility matrix inference via combining low-frequency and high-frequency approaches
Tao, Minjing, (2011)
- More ...