1 results for "Li-Hsien Sun"

Modeling financial interval time series

Liang-Ching Lin; Li-Hsien Sun

PLOS ONE, Vol. 14 No. 2 · 2019 · English · PLOS Scopus

In financial economics, a large number of models are developed based on the daily closing price. When using only the daily closing price to model the time series, we may discard valuable intra-daily information, such as maximum and minimum prices. In this study, we propose an interval time series…