Drift in transaction-level asset price models (Q5357989)
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scientific article; zbMATH DE number 6775928
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| default for all languages | No label defined |
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| English | Drift in transaction-level asset price models |
scientific article; zbMATH DE number 6775928 |
Statements
Drift in Transaction‐Level Asset Price Models (English)
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18 September 2017
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growth rates
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heavy tails
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long memory
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subsampling
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durations
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0.773147702217102
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0.7501585483551025
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0.7330288887023926
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0.7262958884239197
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