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- 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
