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Filtro per: Advisor Wang, Fangfang Parola chiave Trading Volume

1. Intraday Transaction Analysis

Parola chiave:: Heterogeneous Autoregressive model, High-frequency Data, Intraday Volatility, Trading Volume, and Trading Frequency
Creatore:: Candy, Ryan E., Coughlin, Isadora C., and Baker, Emily N.
Advisor:: Wang, Fangfang and Zou, Jian
Editore:: Worcester Polytechnic Institute
data di creazione:: 2021-04-01
Resource Type:: Major Qualifying Project