A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (Q2159689)
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: A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures |
scientific article; zbMATH DE number 7565880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures |
scientific article; zbMATH DE number 7565880 |
Statements
A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (English)
0 references
2 August 2022
0 references
technical indicator
0 references
stationary process
0 references
mean reverting process
0 references
high-frequency trading
0 references
BIAS
0 references
error process
0 references
Ornstein-Uhlenbeck process
0 references
0 references
