Busca
Resultados da Busca
- 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