Monitoring the intraday volatility pattern (Q1695559)
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scientific article; zbMATH DE number 6835809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monitoring the intraday volatility pattern |
scientific article; zbMATH DE number 6835809 |
Statements
Monitoring the intraday volatility pattern (English)
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7 February 2018
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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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