Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features
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DOI: 10.1371/journal.pone.0179198
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- Chakraborty, Abhijit & Hatsuda, Tetsuo & Ikeda, Yuichi, 2024. "Dynamic relationship between the XRP price and correlation tensor spectra of transaction networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 639(C).
- Lei Wang & Yan Yan & Xiaoteng Li & Xiaosong Chen, 2018. "General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-18, July.
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