Recherche
Résultats de recherche
- Mot-clé:
- Heterogeneous Autoregressive model, High-frequency Data, Intraday Volatility, Trading Volume, and Trading Frequency
- Créateur:
- Candy, Ryan E., Coughlin, Isadora C., and Baker, Emily N.
- Advisor:
- Wang, Fangfang and Zou, Jian
- Éditeur:
- Worcester Polytechnic Institute
- date créée:
- 2021-04-01
- Resource Type:
- Major Qualifying Project