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Article
Title:
Time Series Modeling of Histogram-Valued Data: The Daily Histogram Time Series of S&P500 Intradaily Returns: Comment
Author:
João Nicolau
(
UTL
)
Journal:
International Journal Of Forecasting
Year:
2012
Volume:
28
Number:
1
Pages:
34-35
JEL codes:
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates
DOI:
10.1016/j.ijforecast.2011.02.008
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