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pro vyhledávání: '"Fiegen, Jonas A."'
Financial markets show a number of non-stationarities, ranging from volatility fluctuations over ever changing technical and regulatory market conditions to seasonalities. On the other hand, financial markets show various stylized facts which are rem
Externí odkaz:
http://arxiv.org/abs/1812.07369
In an Ultrafast Extreme Event (or Mini Flash Crash), the price of a traded stock increases or decreases strongly within milliseconds. We present a detailed study of Ultrafast Extreme Events in stock market data. In contrast to popular belief, our ana
Externí odkaz:
http://arxiv.org/abs/1707.05580
Autor:
Braun, Tobias1 tobias.braun.13@stud.uni-due.de, Fiegen, Jonas A.1 jonas.fiegen@uni-due.de, Wagner, Daniel C.1, Krause, Sebastian M.1, Guhr, Thomas1
Publikováno v:
PLoS ONE. 5/21/2018, Vol. 13 Issue 5, p1-11. 11p.
