Seasonality in High Frequency Time Series
Year of publication: |
[2021]
|
---|---|
Authors: | Proietti, Tommaso ; Pedregal, Diego J. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Saisonkomponente | Seasonal component | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Series: | CEIS Working Paper ; No. 508 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 11, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3802611 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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