Functional data analysis for volatility (Q738082)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional data analysis for volatility |
scientific article; zbMATH DE number 6616983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional data analysis for volatility |
scientific article; zbMATH DE number 6616983 |
Statements
Functional data analysis for volatility (English)
0 references
15 August 2016
0 references
diffusion model
0 references
functional principal component
0 references
functional regression
0 references
high frequency trading
0 references
market returns
0 references
prediction
0 references
volatility process
0 references
trajectories of volatility
0 references
0 references
0 references
0 references
0.8052797317504883
0 references
0.8024212121963501
0 references
0.7947748899459839
0 references
0.7722079753875732
0 references
0.7692825198173523
0 references
