Study of statistical correlations in intraday and daily financial return time series
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References listed on IDEAS
- A. Chakraborti & M. Patriarca & M. S. Santhanam, 2007. "Financial time-series analysis: A brief overview," Papers 0704.1738, arXiv.org.
- Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
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