High-frequency trading model for a complex trading hierarchy

Quantitative Finance

Volumn 12, Issue 4, 2012, Pages 559-566

  Podobnik, Boris ^a,b,c,d   Wang, Duan ^a   Stanley, H Eugene ^a  

^a Boston University   (United States)

^b University of Rijeka   (Croatia)

^c First School of Economics   (Croatia)

^d UNIVERSITY OF LJUBLJANA   (Slovenia)

Author keywords

Fractionally integrated processes; High frequency data; Subordinated processes

Indexed keywords

EID: 84859615485     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.664928     Document Type: Article

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