A distribution-based method to gauge market liquidity through scale invariance between investment horizons

DOI10.1002/asmb.2531MaRDI QIDQ6578147

Sergio Bianchi, Augusto Pianese, Massimiliano Frezza

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

self-similarityscale invarianceliquidityinvestment horizonsfractal market hypothesis

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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