Anomalous volatility scaling in high frequency financial data (Q1619205): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1674859 |
Changed an Item |
||
| Property / author | |||
| Property / author: Tiziana Di Matteo / rank | |||
Normal rank | |||
Revision as of 06:49, 29 February 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
