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Modeling financial interval time series
In financial economics, a large number of models are developed based on the daily closing price. When using only the daily closing price to model the time series, we may discard valuable intra-daily information, such as maximum and minimum prices. In this study, we propose an interval time series mo...
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| Publicat a: | PLoS One |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Public Library of Science
2019
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6375665/ https://ncbi.nlm.nih.gov/pubmed/30763341 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0211709 |
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