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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Hauptverfasser:	Zhenjie Liang, Futian Weng, Yuanting Ma, Yan Xu, Miao Zhu, Cai Yang
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	MDPI AG 2022-04-01
Schriftenreihe:	Mathematics
Schlagworte:	functional data analysis high frequency data Bernstein basis function curvature
Online-Zugang:	https://www.mdpi.com/2227-7390/10/7/1140
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