Work

Functional prediction of intraday cumulative returns

Year: 2012

Type: article

Source: Statistical Modelling

DOI: 10.1177/1471082x1201200404

Authors: Piotr Kokoszka, Xi Zhang

Institutions: Colorado State University, Utah State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W2118981980

FWCI: 1.595

Cites: 39

Cited by: 22

Related to: 10