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