Ensemble properties of high-frequency data and intraday trading rules (Q4683008)
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scientific article; zbMATH DE number 6939218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ensemble properties of high-frequency data and intraday trading rules |
scientific article; zbMATH DE number 6939218 |
Statements
Ensemble properties of high-frequency data and intraday trading rules (English)
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19 September 2018
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anomalous scaling
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memory
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intraday returns
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intraday strategy
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