Detection of a structural break in intraday volatility pattern (Q6615474)
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scientific article; zbMATH DE number 7923193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of a structural break in intraday volatility pattern |
scientific article; zbMATH DE number 7923193 |
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Detection of a structural break in intraday volatility pattern (English)
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8 October 2024
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change point
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functional data
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intraday volatility
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Itô integral
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