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Predictability of shapes of intraday price curves
Kokoszka, Piotr; Reimherr, Matthew - In: The econometrics journal 16 (2013) 3, pp. 285-308
Persistent link: https://www.econbiz.de/10010253641
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Functional dynamic factor model for intraday price curves
Kokoszka, Piotr; Miao, Hong; Zhang, Xi - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
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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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How to identify the different phases of stock market bubbles statistically?
Horváth, Lajos; Li, Hemei; Liu, Zhenya - In: Finance research letters 46 (2022) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013341512