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Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data

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Figure

Figure 2. Data adjustment: It is necessary to inform the moment when each observation is sampled as the times series used are unevenly spaced
Figure 3. Price series of Ambev PN: Top: daily closing prices. Middle: GARCH(1,1) prediction series
Figure 4. Price series of Sid Nacional On: Top: daily closing prices. Middle: GARCH(1,1) prediction series
Figure 5. Price series of Petrobras PN: Top: daily closing prices. Middle: GARCH(1,1) prediction series
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