Monitoring the intraday volatility pattern (Q1695559)

From MaRDI portal
Revision as of 17:05, 29 February 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Monitoring the intraday volatility pattern
scientific article

    Statements

    title
    Monitoring the intraday volatility pattern (English)
    0 references
    author
    Robertas Gabrys
    0 references
    Siegfried Hörmann
    0 references
    Piotr S. Kokoszka
    0 references
    publication date
    7 February 2018
    0 references
    zbMATH Keywords
    change point detection
    0 references
    intraday volatility
    0 references
    functional data analysis
    0 references
    sequential analysis
    0 references

    Identifiers

    zbMATH DE Number
    6835809
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1695559&oldid=23958695"
    Powered by MediaWiki