Volatility Modelling for Air Pollution Time Series.
Giuseppina AlbanoMichele La RoccaCira PernaPublished in: EUROCAST (1) (2019)
Keyphrases
- air pollution
- stock price
- stock market
- financial time series
- air quality
- garch model
- turning points
- stock market data
- non stationary
- financial data
- autoregressive conditional heteroscedasticity
- multivariate time series
- stock trading
- exchange rate
- dynamic time warping
- hough transform
- stock data
- traffic volume
- shortest path
- database systems