High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High frequency trading and stock index returns: a nonlinear dynamic analysis |
scientific article |
Statements
High frequency trading and stock index returns: a nonlinear dynamic analysis (English)
0 references
16 March 2021
0 references
heavy-tails
0 references
high frequency trading
0 references
Markov property
0 references
multi scale entropy
0 references
