Monitoring the intraday volatility pattern (Q1695559)

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Monitoring the intraday volatility pattern
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    title
    Monitoring the intraday volatility pattern (English)
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    author
    Robertas Gabrys
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    Siegfried Hörmann
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    Piotr S. Kokoszka
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    publication date
    7 February 2018
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    zbMATH DE Number
    6835809
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    zbMATH Keywords
    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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