Anomalous volatility scaling in high frequency financial data (Q1619205): Difference between revisions

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Property / DOI: 10.1016/j.physa.2015.12.022 / rank
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Property / author: Tiziana Di Matteo / rank
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Property / author: Tiziana Di Matteo / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2107259214 / rank
 
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Property / Wikidata QID: Q105576184 / rank
 
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Property / arXiv ID: 1503.08465 / rank
 
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Latest revision as of 23:05, 10 December 2024

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Anomalous volatility scaling in high frequency financial data
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    Anomalous volatility scaling in high frequency financial data (English)
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    13 November 2018
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    empirical mode decomposition
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    Hurst exponent
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    multi-scaling
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    market efficiency
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