Extreme quantile estimation based on financial time series.

Santanu Dutta Suparna Biswas

Published in: Commun. Stat. Simul. Comput. (2017)

Keyphrases

financial time series
stock market
financial time series forecasting
non stationary
turning points
financial data
stock exchange
exchange rate
stock price
stock returns
long term
short term
dimensionality reduction