Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis
type: Item
instance of: scholarly article
title: Intraday seasonality and volatility pattern: an explanation with recurrence quantification analysis
zbMATH Open document ID: 1539.91124
author: Q6178031
author: Güray Küçükkocaoğlu
author: Eyup Kadioglu
published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
publication date: 2024-05-14T00:00:00Z
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 7847301
zbMATH Keywords: intraday volatility pattern
zbMATH Keywords: intraday seasonality
zbMATH Keywords: recurrence plot
zbMATH Keywords: recurrence quantification analysis
zbMATH Keywords: realized volatility
zbMATH Keywords: intraday volatility
MaRDI profile type: Publication
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DOI: 10.1142/S021812742350027X
description: scientific article; zbMATH DE number 7847301