The drift burst hypothesis (Q2116347)

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The drift burst hypothesis
scientific article

    Statements

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

    zbMATH DE Number
    7491168
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