JSM 2011 Online Program

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Keyword Search Criteria: Intraday volatility returned 1 record(s)

Wednesday, 08/03/2011

Monitoring the Structural Change of the Intraday Volatility Pattern
Robertas Gabrys, University of Southern California; Siegfried Hörmann, Université Libre de Bruxelles; Piotr Kokoszka, Utah State University
2:05 PM

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