The drift burst hypothesis (Q2116347): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:19, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The drift burst hypothesis |
scientific article |
Statements
The drift burst hypothesis (English)
0 references
16 March 2022
0 references
flash crashes
0 references
gradual jumps
0 references
volatility bursts
0 references
liquidity
0 references
nonparametric statistics
0 references
microstructure noise
0 references
