Work

Nonlinearity in High-Frequency Financial Data and Hierarchical Models

Year: 2001

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.2202/1558-3708.1067

Authors: Robert E. McCulloch, Ruey S. Tsay

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Academia Sinica

OpenAlex ID: W2093949199

FWCI: 0.562

Cites: 14

Cited by: 42

Related to: 10