Browse by UCL people
Group by: Type | Date
Number of items: 2.
Article
Nava, N;
Di Matteo, T;
Aste, T;
(2016)
Anomalous volatility scaling in high frequency financial data.
Physica A: Statistical Mechanics and its Applications
, 447
pp. 434-445.
10.1016/j.physa.2015.12.022.
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Thesis
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Nava Morales, NC;
(2016)
Analysis of high-frequency financial data over different timescales: a Hilbert-Huang transform approach.
Doctoral thesis , UCL (University College London).
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