Anomalous volatility scaling in high frequency financial data
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- Anagnostidis, P. & Varsakelis, C. & Emmanouilides, C.J., 2016. "Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 116-128.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2015-04-02 (Market Microstructure)
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