Discovering stock dynamics through multidimensional volatility phases (Q2893204): Difference between revisions

@@ Property / author @@
-Shu-Chun Chen
@@ Property / author: Shu-Chun Chen / rank @@
-Normal rank
@@ Property / author @@
+Shu-Chun Chen
@@ Property / author: Shu-Chun Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697681003743040
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@@ Property / OpenAlex ID @@
+W1991837602
@@ Property / OpenAlex ID: W1991837602 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
+Normal rank
@@ Property / cites work @@
+The Price Variability-Volume Relationship on Speculative Markets
+Normal rank
@@ Property / cites work @@
+Relation between bid–ask spread, impact and volatility in order-driven markets
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2893204