Detection of a structural break in intraday volatility pattern

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kokoszka, Piotr, Kutta, Tim, Mohammadi, Neda, Wang, Haonan, Wang, Shixuan
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.11813