activity
20202026
most citedForecasting intraday financial time series with sieve bootstrapping and dynamic updating

2 citations · 3 across the 24 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

stat.ME2020

Granger causality of bivariate stationary curve time series

Han Lin Shang, Kaiying Ji, Ufuk Beyaztas

We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time serie…