Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis (Q6537644)
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scientific article; zbMATH DE number 7847301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis |
scientific article; zbMATH DE number 7847301 |
Statements
Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis (English)
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14 May 2024
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intraday volatility pattern
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intraday seasonality
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recurrence plot
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recurrence quantification analysis
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realized volatility
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intraday volatility
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