↓ Skip to main content

Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns

Overview of attention for article published in Computational Economics, August 2016
Altmetric Badge

About this Attention Score

  • Among the highest-scoring outputs from this source (#49 of 205)
  • Average Attention Score compared to outputs of the same age

Mentioned by

twitter
6 X users

Citations

dimensions_citation
27 Dimensions

Readers on

mendeley
19 Mendeley