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

      Ponta, L.; Trinh, M.; Raberto, M.; Scalas, E.Autoridad BCAM; Cincotti, S. (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 ...