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Heterogeneous Autoregressive model
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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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Major Qualifying Projects
1
Year
2021
1
Creator
Baker, Emily N.
1
Candy, Ryan E.
1
Coughlin, Isadora C.
1
Advisor
Wang, Fangfang
1
Zou, Jian
1
Major
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
UN SDG
8 - Decent Work and Economic Growth
1
Resource type
Major Qualifying Project
1
