Monitoring the intraday volatility pattern (Q1695559): Difference between revisions

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Latest revision as of 02:00, 15 July 2024

scientific article
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Monitoring the intraday volatility pattern
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    Monitoring the intraday volatility pattern (English)
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    7 February 2018
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    change point detection
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    intraday volatility
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    functional data analysis
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    sequential analysis
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