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

✍ Scribed by Gloria González-Rivera; Javier Arroyo

Book ID: 113648200
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 835 KB
Volume: 28
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2011.02.007

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