Index Catalog // Hyrax

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Filtragem por: Advisor Zou, Jian O Criador Candy, Ryan E.

1. 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