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Filtragem por: O Criador Candy, Ryan E. Year 2021

Intraday Transaction Analysis

Palavra-chave:

Heterogeneous Autoregressive model, High-frequency Data, Intraday Volatility, Trading Volume, and Trading Frequency

O Criador:

Candy, Ryan E., Coughlin, Isadora C., and Baker, Emily N.

Advisor:

Wang, Fangfang and Zou, Jian

Editor:

Worcester Polytechnic Institute

Data Criada:

2021-04-01

Resource Type:

Major Qualifying Project