Uncertainty, volatility and the persistence norms of financial time series.

Simon Rudkin Wanling Qiu Pawel Dlotko

Published in: Expert Syst. Appl. (2023)

Keyphrases

financial time series
stock market
financial time series forecasting
turning points
stock price
exchange rate
financial data
stock returns
non stationary
stock exchange
multivariate time series
data mining
knowledge discovery
short term
news articles
stock data