Anomalous volatility scaling in high frequency financial data (Q1619205): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.physa.2015.12.022 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.PHYSA.2015.12.022 / rank | |||
Normal rank | |||
Latest revision as of 00:05, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anomalous volatility scaling in high frequency financial data |
scientific article |
Statements
Anomalous volatility scaling in high frequency financial data (English)
0 references
13 November 2018
0 references
empirical mode decomposition
0 references
Hurst exponent
0 references
multi-scaling
0 references
market efficiency
0 references
0 references
0 references
0 references
