Li, Handong; Ta, Rongling Structural change in volatility in China’s stock market: a functional data analysis. (Chinese. English summary) Zbl 1438.91143 J. Beijing Norm. Univ., Nat. Sci. 54, No. 6, 726-732 (2018). Summary: Functional data checking by intraday model is a new method of financial sequence stability analysis. The change in structure of China’s stock market fluctuation has been studied. In period of wild fluctuations in China’s stock market, intraday pattern of single stock fluctuated and variation was common, a certain correlation existed between individual stocks. But intraday pattern of market’s general fluctuation stayed the same, showing a stable internal structure of market fluctuations. MSC: 91G15 Financial markets Keywords:functional data; China’s stock market; volatility structure change; volatility point change; intraday volatility pattern PDFBibTeX XMLCite \textit{H. Li} and \textit{R. Ta}, J. Beijing Norm. Univ., Nat. Sci. 54, No. 6, 726--732 (2018; Zbl 1438.91143) Full Text: DOI