Anomalous volatility scaling 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/10.1016/j.physa.2015.12.022

Publication URI: http://dx.doi.org/10.1016/j.physa.2015.12.022

Type: Journal Article/Review

Parent Publication: Physica A: Statistical Mechanics and its Applications