A big data approach to analyzing market volatility

Kesheng Wu, E. Wes Bethel, Ming Gu, David Leinweber, Oliver Rübel. A big data approach to analyzing market volatility. Algorithmic Finance, 2(3-4):241-267, 2013. [doi]

Authors

Kesheng Wu

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E. Wes Bethel

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Ming Gu

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David Leinweber

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Oliver Rübel

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