A carregar...
Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features
Employing Random Matrix Theory and Principal Component Analysis techniques, we enlarge our work on the individual and cross-sectional intraday statistical properties of trading volume in financial markets to the study of collective intraday features of that financial observable. Our data consist of...
Na minha lista:
| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2017
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5533438/ https://ncbi.nlm.nih.gov/pubmed/28753676 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0179198 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|