Augmented half-life estimation based on high-frequency data
Mao-Lung Huang, Shu-Yi Liao and Kuo-Chin Lin
| Year of publication: |
2015
|
|---|---|
| Authors: | Huang, Mao-Lung ; Liao, Shu-Yi ; Lin, Kuo-Chin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 7, p. 523-532
|
| Subject: | half-life | high frequency data | ARMA | lag length | sunspots | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätzung | Estimation | Schätztheorie | Estimation theory | Sunspots | Lag-Modell | Lag model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390442