Volatility–Trading volume intraday correlation profiles and...

Physica A: Statistical Mechanics and its Applications 2018 / 10 Vol. 508

Volatility–Trading volume intraday correlation profiles and its nonstationary features

Graczyk, Michelle B., Duarte Queirós, Sílvio M.
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Volume:
508
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.05.066
Date:
October, 2018
File:
PDF, 417 KB
english, 2018
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