Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns

International Journal of Forecasting

Volumn 28, Issue 1, 2012, Pages 20-33

  González Rivera, Gloria ^a   Arroyo, Javier ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Autocorrelation; Histogram valued data; Interval valued data; Intradaily returns; Symbolic data

Indexed keywords

EID: 84155189886     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.02.007     Document Type: Article

References (12)

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