Time-dependent scaling patterns in high frequency financial data (2016)

First Author: Nava N

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1140/epjst/e2015-50328-y

Publication URI: http://arxiv.org/abs/1508.07428

Type: Journal Article/Review

Parent Publication: The European Physical Journal Special Topics

Issue: 10