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Journal of time series econometrics
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Monitoring the intraday volatility pattern
Gabrys, Robertas
;
Hörmann, Siegfried
;
Kokoszka, Piotr
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 87-116
Persistent link: https://www.econbiz.de/10010225463
Saved in:
2
Risk analysis of cumulative intraday return curves
Kokoszka, Piotr
;
Miao, Hong
;
Stoev, Stilian
;
Zheng, Ben
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012022894
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