Molgedey, Lutz; Ebeling, Werner - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 420-428
The structure of high-frequency time series of financial data taking the DAX future as an example is investigated with respect to the existence of local order on a time horizon of a few minutes. We will show that there might be special local situations where local order exists and where the...