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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Autors principals:	Zhenjie Liang, Futian Weng, Yuanting Ma, Yan Xu, Miao Zhu, Cai Yang
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2022-04-01
Col·lecció:	Mathematics
Matèries:	functional data analysis high frequency data Bernstein basis function curvature
Accés en línia:	https://www.mdpi.com/2227-7390/10/7/1140
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