Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange
Year of publication: |
2015
|
---|---|
Authors: | Anagnostidis, Panagiotis ; Emmanouilides, Christos J. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 421.2015, C, p. 473-487
|
Publisher: |
Elsevier |
Subject: | Nonlinearity | Long memory | Chaos | High-frequency | Athens Exchange |
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