Anomalous volatility scaling in high frequency financial data (Q1619205): Difference between revisions
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Revision as of 19:59, 18 April 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)
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13 November 2018
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empirical mode decomposition
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Hurst exponent
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multi-scaling
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market efficiency
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