Yet on statistical properties of traded volume: Correlation...

Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes

S.M. Duarte Queirós, L.G. Moyano
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Volume:
383
Year:
2007
Language:
english
Pages:
6
DOI:
10.1016/j.physa.2007.04.082
File:
PDF, 295 KB
english, 2007
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