"Change point detection for the intraday volatility using functional ARCH ..."

Jong-Min Kim, Sun Young Hwang (2024)

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DOI: 10.1080/03610918.2022.2163258

access: closed

type: Journal Article

metadata version: 2024-11-07

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Jong-Min Kim, Sun Young Hwang:
Change point detection for the intraday volatility using functional ARCH and conditional Copula. Commun. Stat. Simul. Comput. 53(10): 4947-4955 (2024)

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