A stylized facts comparison between low-frequency and high-frequency data of Brazil stock market index

Autor:	Nor Azliana Aridi, Tan Siow Hooi, Chin Wen Cheong
Rok vydání:	2023
Zdroj:	The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm.
ISSN:	0094-243X
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::811ab053c0d8e5b1d36b9a6c2c2c3651 https://doi.org/10.1063/5.0113817 Zobrazit plný text záznamu