The drift burst hypothesis (Q2116347)

From MaRDI portal
Revision as of 16:23, 31 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The drift burst hypothesis
scientific article

    Statements

    title
    The drift burst hypothesis (English)
    0 references
    author
    Kim Christensen
    0 references
    Roel C. A. Oomen
    0 references
    Roberto Renò
    0 references
    publication date
    16 March 2022
    0 references
    zbMATH Keywords
    flash crashes
    0 references
    gradual jumps
    0 references
    volatility bursts
    0 references
    liquidity
    0 references
    nonparametric statistics
    0 references
    microstructure noise
    0 references

    Identifiers

    zbMATH DE Number
    7491168
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2116347&oldid=2436912"
      Powered by MediaWiki