The relationship between return fractality and bipower variation (Q4586437)
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scientific article; zbMATH DE number 6935936
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The relationship between return fractality and bipower variation |
scientific article; zbMATH DE number 6935936 |
Statements
The relationship between return fractality and bipower variation (English)
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13 September 2018
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return fractality
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discontinuous jumps
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modified Wiener process
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fractal dimension
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bipower variation
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high frequency algorithmic/quantitative trading
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0.7518369555473328
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0.7205857038497925
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0.7047122120857239
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0.7027832865715027
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0.7022251486778259
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