High frequency trading and stock index returns: a nonlinear dynamic analysis
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Publication:2656795
DOI10.1016/J.CNSNS.2021.105710zbMATH Open1459.91190OpenAlexW3124595533MaRDI QIDQ2656795FDOQ2656795
Authors: Aydin A. Cecen, Linlan Xiao, P. K. Jain 
Publication date: 16 March 2021
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2021.105710
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