Now showing items 1-1 of 1

    • Modeling non-stationarities in high-frequency financial time series 

      Ponta L.; Trinh M.; Raberto M.; Scalas E.; Cincotti S. (Physica A: Statistical Mechanics and its Applications, 2019-01)
      We study tick-by-tick financial returns for the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We confirm previously detected non-stationarities. Scaling properties reported before for other high-frequency ...