Day-varying Structure for Modeling Intraday Periodicity
Refereed conference paper presented and published in conference proceedings


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All Author(s) ListCHU Chun Fai, LAM K.P.
Name of Conference4th CSDA International Conference on Computational and Financial Econometrics (CFE2010)
Country/Region of ConferenceGreat Britain
Proceedings Title4th CSDA International Conference on Computational and Financial Econometrics (CFE2010)
Detailed descriptionorganized by CSDA Annuals of Computational and Financial Econometrics,
Year2010
Month12
Place of PublicationUnited Kingdom, London
PagesC324
LanguagesEnglish-United Kingdom
KeywordsDay-varying; Intraday

Last updated on 2018-23-01 at 16:13