Nonstationarity of the intraday individual and collective seasonalities of price fluctuations
Year of publication: |
March 2017
|
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Authors: | Queirós, Sílvio M. Duarte ; Graczyk, Michelle B. |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 1, p. 21-34
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Subject: | intraday seasonalities | price fluctuations profile | trading volume | intraday dynamics | subprime crisis | random matrix theory | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis |
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