Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (Q4619501)
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scientific article; zbMATH DE number 7013623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data |
scientific article; zbMATH DE number 7013623 |
Statements
Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (English)
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6 February 2019
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high-frequency (tick) data
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econophysics
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Hurst analysis
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detrended fluctuation analysis
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fractional difference parameter
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