Modeling non-stationarities in high-frequency financial time series

Bibliografske podrobnosti

izdano v:	arXiv.org (Feb 27, 2017), p. n/a
Glavni avtor:	Ponta, Linda
Drugi avtorji:	Trinh, Mailan, Raberto, Marco, Scalas, Enrico, Cincotti, Silvano
Izdano:	Cornell University Library, arXiv.org
Teme:	Monte Carlo simulation Time series Autoregressive models Empirical analysis Bayesian analysis Stock exchanges Model testing Poisson density functions Computer simulation Criteria
Online dostop:	Citation/Abstract Full text outside of ProQuest
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