Changing time scale for short‐term forecasting in financial markets

• 1 April 1996
• journal article
• research article
• Published by Wiley in Journal of Forecasting
• Vol. 15  (3) , 203-227
• https://doi.org/10.1002/(sici)1099-131x(199604)15:3<203::aid-for619>3.3.co;2-p

Abstract

Keywords

• FORECASTING
• TIME SCALES
• HIGH-FREQUENCY DATA
• INTRINSIC TIME