A Method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures
Li, Long, Bao, Si, Chen, Jing-Chao, Jiang, TaoJournal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.085
Date:
April, 2019
Fichier:
PDF, 1.44 MB
2019