Anomalous volatility scaling in high frequency financial data (Q1619205): Difference between revisions

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Revision as of 08:27, 17 July 2024

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Anomalous volatility scaling in high frequency financial data
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    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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