The drift burst hypothesis (Q2116347)
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scientific article; zbMATH DE number 7491168
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The drift burst hypothesis |
scientific article; zbMATH DE number 7491168 |
Statements
The drift burst hypothesis (English)
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16 March 2022
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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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