Statistical properties of short term price trends in high frequency stock market data

✍ Scribed by Paweł Sieczka; Janusz A. Hołyst

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 856 KB
• Volume: 387
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2007.10.048