Analysis of binarized high frequency financial data

European Physical Journal B

Volumn 50, Issue 1-2, 2006, Pages 129-131

  Sazuka, N ^a  

^a SONY CORPORATION   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

FREQUENCIES; MARKETING; PROBABILITY; SAMPLING;

BINARIZED HIGH FREQUENCY FINANCIAL DATA; MARKET PRICE; PROBABILITY STRUCTURE; SAMPLING FREQUENCY; TICK-BY-TICK DATA;

DATA ACQUISITION;

EID: 33645956219     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2006-00139-4     Document Type: Conference Paper

References (6)

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2. Empirical Science of Financial Fluctuations: The Advent of Econophysicsfehemet, edited by H. Takayasu (Springer-Verlag Tokyo, 2002)
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6. N. Sazuka, Physica A 355, 183 (2005)