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A stylized facts comparison between low-frequency and high-frequency data of Brazil stock market index

Authors :
Nor Azliana Aridi
Tan Siow Hooi
Chin Wen Cheong
Source :
The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm.
Publication Year :
2023
Publisher :
AIP Publishing, 2023.

Details

ISSN :
0094243X
Database :
OpenAIRE
Journal :
The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm
Accession number :
edsair.doi...........811ab053c0d8e5b1d36b9a6c2c2c3651