Monitoring the intraday volatility pattern
type: Item
instance of: scholarly article
title: Monitoring the intraday volatility pattern
zbMATH Open document ID: 1462.62719
author: Robertas Gabrys
author: Siegfried Hörmann
author: Piotr Kokoszka
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6835809
zbMATH Keywords: change point detection
zbMATH Keywords: intraday volatility
zbMATH Keywords: functional data analysis
zbMATH Keywords: sequential analysis
describes a project that uses: fda (R)
MaRDI profile type: Publication
full work available at URL: jtse-2012-0006
OpenAlex ID: W1967827359
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DOI: 10.1515/JTSE-2012-0006
description: scientific article; zbMATH DE number 6835809