Functional prediction of intraday cumulative returns
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Publication:4970962
DOI10.1177/1471082X1201200404MaRDI QIDQ4970962FDOQ4970962
Authors:
Publication date: 8 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
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Cited In (7)
- Nonparametric regression for locally stationary functional time series
- Long-range dependent curve time series
- Elastic functional changepoint detection of climate impacts from localized sources
- Scalable multiple changepoint detection for functional data sequences
- Predictability of shapes of intraday price curves
- Risk analysis of cumulative intraday return curves
- Bootstrap methods for stationary functional time series
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