An explanation for the compass rose pattern

DOI10.1016/S0165-1765(00)00252-4zbMath0968.91039OpenAlexW2023704805MaRDI QIDQ1575373

N. Delaunay

Publication date: 21 August 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00252-4

zbMATH Keywords

nonlinearitiescompass rosehigh frequency datatick/volatility

Mathematics Subject Classification ID

Linguistics (91F20)

Related Items (1)

GARCH estimation and discrete stock prices: an application to low-priced Australian stocks

Cites Work

• Chaos and the compass rose

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