Measurement and Analysis of High Frequency Assert Volatility Based on Functional Data Analysis
Information and communication technology have enabled the collection of high-frequency financial asset time series data. However, the high spatial and temporal resolution nature of these data makes it challenging to compare financial asset characteristics patterns and identify the risk. To address t...
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| Principais autores: | , , , , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2022-04-01
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| Serier: | Mathematics |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2227-7390/10/7/1140 |
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