Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
Year of publication: |
2012
|
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Authors: | González-Rivera, Gloria ; Arroyo, Javier |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 28.2012, 1, p. 20-33
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Subject: | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
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