Linear regression estimation using intraday high frequency data

Linear regression estimation using intraday high frequency data

Intraday high frequency data have shown important values in econometric modeling and have been extensively studied. Following this point, in this paper, we study the linear regression model for variables which have intraday high frequency data. In order to overcome the nonstationarity of the intrada...

Full description

Bibliographic Details
Main Authors: Wenhui Feng, Xingfa Zhang, Yanshan Chen, Zefang Song
Format: Article
Language:English
Published: AIMS Press 2023-04-01
Series:AIMS Mathematics
Subjects:
linear regression
intraday high frequency data
quadratic programming
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023662?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/math.2023662?viewType=HTML

Similar Items