Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Year of publication: |
2009
|
---|---|
Authors: | Giampaoli, Iacopo ; Wing Lon Ng ; Constantinou, Nick |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 6.2009, 1, p. 47-53
|
Subject: | Zeitreihenanalyse | Time series analysis | USA | United States | Volatilität | Volatility |
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