1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2007★ 1 cited
Effective multifractal features and l-variability diagrams of high-frequency price fluctuations time series
Jeferson de Souza, Silvio M. Duarte Queiros
In this manuscript we present a comprehensive study on the multifractal properties of high-frequency price fluctuations and instantaneous volatility of the equities that compose Do…
physics.data-an2005
On the multi-fractal structure of traded volume in financial markets
L. G. Moyano, J. de Souza, S. M. Duarte Queiros
In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-l…