Forecasting intraday financial time series with sieve bootstrapping and dynamic updating.

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Bibliographic Details
Title: Forecasting intraday financial time series with sieve bootstrapping and dynamic updating.
Authors: Shang, Han Lin1 (AUTHOR) hanlin.shang@mq.edu.au, Ji, Kaiying2 (AUTHOR)
Source: Journal of Forecasting. Dec2023, Vol. 42 Issue 8, p1973-1988. 16p.
Database: Mathematics Source
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Description
ISSN:02776693
DOI:10.1002/for.3000