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"Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space ..."

Shengjie Xiu, Daniel P. Palomar (2023)

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DOI: 10.23919/EUSIPCO58844.2023.10289734

access: closed

type: Conference or Workshop Paper

metadata version: 2023-11-06

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Shengjie Xiu, Daniel P. Palomar:
Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach. EUSIPCO 2023: 1395-1399

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