The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (Q4555122)
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scientific article; zbMATH DE number 6981240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data |
scientific article; zbMATH DE number 6981240 |
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The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (English)
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19 November 2018
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intraday trading process
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duration
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volume
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volatility
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