Mixed-Stable Models: An Application to High-Frequency Financial Data

The paper extends the study of applying the mixed-stable models to the analysis of large sets of high-frequency financial data. The empirical data under review are the German DAX stock index yearly log-returns series. Mixed-stable models for 29 DAX companies are constructed employing efficient paral...

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Detalles Bibliográficos
Autores principales: Belovas, Igoris, Sakalauskas, Leonidas, Starikovičius, Vadimas, Sun, Edward W.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8230924/
https://www.ncbi.nlm.nih.gov/pubmed/34208204
http://dx.doi.org/10.3390/e23060739

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8230924/
https://www.ncbi.nlm.nih.gov/pubmed/34208204
http://dx.doi.org/10.3390/e23060739

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