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N°18-57: The endo-exo problem in high frequency financial price fluctuations and rejecting criticality, S. Wheatley, A. Wehrli, and D. Sornette, 2018.
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N°18-57: The endo-exo problem in high frequency financial price fluctuations and rejecting criticality, S. Wheatley, A. Wehrli, and D. Sornette, 2018.
Author
D. Sornette
,
S. Wheatley, A. Wehrli
Date
26 Feb. 2018
Category
Working Papers
Link
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3239443
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