Anomalous volatility scaling in high frequency financial data (Q1619205)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Anomalous volatility scaling in high frequency financial data |
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)
0 references
13 November 2018
0 references
empirical mode decomposition
0 references
Hurst exponent
0 references
multi-scaling
0 references
market efficiency
0 references
0 references
0 references
0 references
