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Filtering by: Advisor Zou, Jian Creator Baker, Emily N.

1. Intraday Transaction Analysis

Keyword:: Heterogeneous Autoregressive model, High-frequency Data, Intraday Volatility, Trading Volume, and Trading Frequency
Creator:: Candy, Ryan E., Coughlin, Isadora C., and Baker, Emily N.
Advisor:: Wang, Fangfang and Zou, Jian
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-04-01
Resource Type:: Major Qualifying Project