Profiling high-frequency equity price movements in directional changes (Q4555073): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/14697688.2016.1164887 / rank | |||
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| Property / cites work: The scale of market quakes / rank | |||
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| Property / cites work: From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets / rank | |||
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Latest revision as of 10:54, 17 July 2024
scientific article; zbMATH DE number 6981188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Profiling high-frequency equity price movements in directional changes |
scientific article; zbMATH DE number 6981188 |
Statements
Profiling high-frequency equity price movements in directional changes (English)
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19 November 2018
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directional change
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time series
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profiling
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return
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volatility
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events
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