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Property / author: Roel C. A. Oomen / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.11.004 / rank
 
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Latest revision as of 09:23, 28 July 2024

scientific article
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The drift burst hypothesis
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    The drift burst hypothesis (English)
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    16 March 2022
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    flash crashes
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    gradual jumps
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    volatility bursts
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    liquidity
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    nonparametric statistics
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    microstructure noise
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