Konu "Intraday volatility pattern" için Araştırma Çıktıları | Web of Science İndeksli Yayınlar Koleksiyonu listeleme
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Intraday Seasonality and Volatility Pattern: An Explanation with Recurrence Quantification Analysis
(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 ...