Dependence structures for multivariate high-frequency data in finance (Q4647236): Difference between revisions

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scientific article; zbMATH DE number 7001564
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English
Dependence structures for multivariate high-frequency data in finance
scientific article; zbMATH DE number 7001564

    Statements

    Dependence structures for multivariate high-frequency data in finance (English)
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    14 January 2019
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    high-frequency financial data
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    scaling behaviour
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    volatility clustering
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    heavy tails
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