An explanation for the compass rose pattern

DOI10.1016/S0165-1765(00)00252-4MaRDI QIDQ1575373zbMATH OpenOpenAlexFDO

Authors N. Delaunay

Publication date 21 August 2000

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(00)00252-4

zbMATH Keywords

high frequency datanonlinearitiescompass rosetick/volatility

Mathematics Subject Classification ID

Linguistics (91F20)

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Cites work

• Chaos and the compass rose

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(2)

• The compass rose and random walk tests.
• GARCH estimation and discrete stock prices: an application to low-priced Australian stocks

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