A big data approach to analyzing market volatility
From MaRDI portal
Publication:5420725
DOI10.3233/AF-13030zbMath1290.91193MaRDI QIDQ5420725
E. Wes Bethel, Oliver Rübel, David Leinweber, Ming Gu, Kesheng Wu
Publication date: 13 June 2014
Published in: Algorithmic Finance (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Uses Software