An unbiased autoregressive conditional intraday seasonal variance filtering process (Q2893207): Difference between revisions

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+https://doi.org/10.1080/14697688.2010.531281
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+Modeling and Forecasting Realized Volatility
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+Differentiating intraday seasonalities through wavelet multi-scaling
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+Multivariate Stochastic Variance Models
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+Continuous Auctions and Insider Trading
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+On periodic and multiple autoregressions
@@ Property / cites work: On periodic and multiple autoregressions / rank @@
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+Publication:2893207