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Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko - 2013
Persistent link: https://www.econbiz.de/10009737686
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Modeling time series with zero observations
Harvey, Andrew C.; Ito, Ryoko - 2017
Persistent link: https://www.econbiz.de/10011631471
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Modeling time series when some observations are zero
Harvey, Andrew C.; Ito, Ryoko - In: Journal of econometrics 214 (2020) 1, pp. 33-45
Persistent link: https://www.econbiz.de/10012438084