Modeling financial interval time series.
Liang-Ching Lin, Li-Hsien Sun • PLoS ONE
(2019)
In financial economics, a large number of models are developed based on the daily closing price. When using only the daily closing price to model the time series, we may discard valuable intra-daily information, such as maximum and minimum ...
DOAJ
Open Access (DOAJ)
DOI:
10.1371/journal.pone.0211709