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Wang, Fangfang
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Trading Frequency
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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
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2021
1
Creator
Baker, Emily N.
1
Candy, Ryan E.
1
Coughlin, Isadora C.
1
Advisor
Wang, Fangfang
[remove]
1
Zou, Jian
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Mathematical Sciences
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Worcester Polytechnic Institute
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UN SDG
8 - Decent Work and Economic Growth
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Major Qualifying Project
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