High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795)
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scientific article; zbMATH DE number 7323663
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| English | High frequency trading and stock index returns: a nonlinear dynamic analysis |
scientific article; zbMATH DE number 7323663 |
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High frequency trading and stock index returns: a nonlinear dynamic analysis (English)
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16 March 2021
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heavy-tails
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high frequency trading
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Markov property
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multi scale entropy
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0.686407208442688
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0.6792525053024292
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0.6780424118041992
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0.6778978109359741
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