Anomalous volatility scaling in high frequency financial data (Q1619205)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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