Wavelet decomposition for intra-day volume dynamics

Quantitative Finance 2010 / 10 Vol. 10; Iss. 8

Wavelet decomposition for intra-day volume dynamics

Manchaldore, Jaisimha, Palit, Imon, Soloviev, Oleg
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Volume:
10
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680903369484
Date:
October, 2010
File:
PDF, 4.19 MB
english, 2010
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