Anomalous volatility scaling in high frequency financial...

Anomalous volatility scaling in high frequency financial data

Nava, Noemi, Di Matteo, T., Aste, Tomaso
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Volume:
447
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.12.022
Date:
April, 2016
File:
PDF, 1.62 MB
english, 2016
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