Profiling high-frequency equity price movements in directional changes (Q4555073)
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scientific article; zbMATH DE number 6981188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Profiling high-frequency equity price movements in directional changes |
scientific article; zbMATH DE number 6981188 |
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Profiling high-frequency equity price movements in directional changes (English)
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19 November 2018
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directional change
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time series
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profiling
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return
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volatility
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events
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