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Normally distributed high-frequency returns: a subordination approach - MaRDI portal

Normally distributed high-frequency returns: a subordination approach (Q5001138)

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scientific article; zbMATH DE number 7372407
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English
Normally distributed high-frequency returns: a subordination approach
scientific article; zbMATH DE number 7372407

    Statements

    title
    Normally distributed high-frequency returns: a subordination approach (English)
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    author
    Ata Türkoğlu
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    publication date
    16 July 2021
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    zbMATH Keywords
    market microstructure
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    time synchronization
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    normal distribution
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    subordination
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    natural time
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    GARCH
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    62P05
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    62M10
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    zbMATH DE Number
    7372407
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    OpenAlex ID
    W2013104662
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