"Intraday forecasts of a volatility index: functional time series methods ..."

Han Lin Shang, Yang Yang, Fearghal Kearney (2019)

Details and statistics

DOI: 10.1007/S10479-018-3108-4

access: closed

type: Journal Article

metadata version: 2020-10-26

a service of  Schloss Dagstuhl - Leibniz Center for Informatics