Pages that link to "Item:Q5757826"
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The following pages link to Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (Q5757826):
Displaying 6 items.
- Detecting fuzzy periodic patterns in futures spreads (Q744771) (← links)
- Negative autocorrelation around large jumps in intra-day foreign exchange data (Q1389584) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- Activity signature functions for high-frequency data analysis (Q2630154) (← links)
- Predictors for high frequency signals based on rational polynomial approximation of periodic exponentials (Q6173475) (← links)