Mariani, M.C.; Florescu, I.; Beccar Varela, M.P.; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1659-1664
This work is devoted to the study of long correlations, memory effects and other statistical properties of high frequency (tick) data. We use a sample of 25 stocks for this purpose.
