Volatility decomposition of traffic flow time series with complex seasonality using GARCH models

Academic Article

Publication Date:

2025

Short description:

(2025). Volatility decomposition of traffic flow time series with complex seasonality using GARCH models [journal article - articolo]. In STATISTICA APPLICATA. Retrieved from https://hdl.handle.net/10446/314287

Iris type:

1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays

List of contributors:

Carpita, Maurizio; Metulini, Rodolfo; Migliorati, Manlio

Authors of the University:

METULINI Rodolfo

Handle:

https://aisberg.unibg.it/handle/10446/314287

Full Text:

https://aisberg.unibg.it/retrieve/handle/10446/314287/918676/37-2_asaproc-book-2025_short_Carpita_et_al.pdf

Published in:

STATISTICA APPLICATA

Journal

Project:

SIGNUM: Study of mobile phone siGNals for the evalUation of the interconnections between Mobility and the environment in Lombardia

Research

Concepts

Academic field (2024 version)

Settore STAT-01/B - Statistica per la ricerca sperimentale e tecnologica

Volatility decomposition of traffic flow time series with complex seasonality using GARCH models

Carpita, Maurizio; Metulini, Rodolfo; Migliorati, Manlio

STATISTICA APPLICATA

SIGNUM: Study of mobile phone siGNals for the evalUation of the interconnections between Mobility and the environment in Lombardia

Research

Concepts