Optimal sampling frequency for high frequency data using a finite mixture model (Q397209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal sampling frequency for high frequency data using a finite mixture model |
scientific article |
Statements
Optimal sampling frequency for high frequency data using a finite mixture model (English)
0 references
11 August 2014
0 references
optimal sampling frequency
0 references
mixture model
0 references
time series
0 references
modified likelihood test
0 references
volatility
0 references
AICc
0 references
0 references
0 references
0 references
