Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets.

Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets.

Show other versions (1)

This study explores the intricate dynamics of volatility within high-frequency financial markets, focusing on 225 of Chinese listed companies from 2016 to 2023. Utilizing 5-minute high-frequency data, we analyze the realized volatility of individual stocks across six distinct time scales: 5-minute,...

Full description

Saved in:
Bibliographic Details
Main Authors: Fangyan Ouyang, Wenyan Peng, Tingting Chen
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2024-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0315308
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items