Dependence structures for multivariate high-frequency data in finance (Q4647236)
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scientific article; zbMATH DE number 7001564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence structures for multivariate high-frequency data in finance |
scientific article; zbMATH DE number 7001564 |
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Dependence structures for multivariate high-frequency data in finance (English)
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14 January 2019
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high-frequency financial data
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scaling behaviour
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volatility clustering
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heavy tails
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