Modeling non-stationarities in high-frequency financial time series

Detalles Bibliográficos

Publicado en:	arXiv.org (Feb 27, 2017), p. n/a
Autor Principal:	Ponta, Linda
Outros autores:	Trinh, Mailan, Raberto, Marco, Scalas, Enrico, Cincotti, Silvano
Publicado:	Cornell University Library, arXiv.org
Materias:	Monte Carlo simulation Time series Autoregressive models Empirical analysis Bayesian analysis Stock exchanges Model testing Poisson density functions Computer simulation Criteria
Acceso en liña:	Citation/Abstract Full text outside of ProQuest
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