Predictability of shapes of intraday price curves

DOI10.1111/ectj.12006OpenAlexW1484238127MaRDI QIDQ5093212

Matthew Reimherr, Piotr S. Kokoszka

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12006

zbMATH Keywords

predictabilityfunctional data analysisintraday returns

Mathematics Subject Classification ID

Statistics (62-XX)

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