Chaotic signals inside some tick-by-tick financial time series (Q2120710)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaotic signals inside some tick-by-tick financial time series |
scientific article |
Statements
Chaotic signals inside some tick-by-tick financial time series (English)
0 references
1 April 2022
0 references
chaos paradox
0 references
tick-by-tick time series
0 references
lagged returns
0 references
nonuniform embedding
0 references
expected Lyapunov exponent
0 references
0 references
0 references
0 references
0 references
