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Riding Wavelets: A Method to Discover New Classes of Price Jumps

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Aubrun, Cecilia, Morel, Rudy, Benzaquen, Michael, Bouchaud, Jean-Philippe
Formato:	Preprint
Publicado:	2024
Materias:	General Finance Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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