A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (Q2159689)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures |
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A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (English)
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2 August 2022
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technical indicator
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stationary process
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mean reverting process
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high-frequency trading
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BIAS
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error process
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Ornstein-Uhlenbeck process
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