Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns
Year of publication: |
2012
|
---|---|
Authors: | González-Rivera, Gloria ; Arroyo, Javier |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 28.2012, 1, p. 20-33
|
Publisher: |
Elsevier |
Subject: | Symbolic data | Interval-valued data | Histogram-valued data | Autocorrelation | Intradaily returns |
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