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Intraday Seasonality and Volatility Pattern: An Explanation with Recurrence Quantification Analysis
Ünal, Baki; Küçükkocaoğlu, Güray; Kadıoğlu, Eyüp (World Scientific, 2023)The Recurrence Quantification Analysis (RQA), a pattern recognition-based time series analysis method, can be successfully utilized for short, nonstationary, nonlinear, and chaotic time series. These RQA measures quantify ...