Optimal sampling frequency for high frequency data using a finite mixture model
DOI10.1016/J.JKSS.2013.09.003zbMath1306.62216OpenAlexW2041372637MaRDI QIDQ397209
Publication date: 11 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.09.003
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)
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Cites Work
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