Work

Volatility Information in High-Frequency Financial Interval-Valued Time Series: A Direct Modeling Pattern

Year: 2024

Type: article

Source: Fluctuation and Noise Letters

DOI: 10.1142/s0219477525500087

Authors: Xu Hu, Jianwen Yu, Qin Xu, Zhifu Tao

Institution: Anhui University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Anhui Province

Awards: G4373523667, G6907920091

OpenAlex ID: W4401825251

FWCI:

Cites: 32

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Related to: 10