The Heterogeneity of Investors Based on Multi-fractal Features with Ultra-High Frequency Data
In the financial markets, the heterogeneity of investors is mostly focusing on very different underlying assets. However, there is one specific heterogeneity need to be discussed, that is the heterogeneity represented by investors who are investing in very similar underlying assets. In another word,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Mechanical Engineering in Slavonski Brod, Faculty of Electrical Engineering in Osijek, Faculty of Civil Engineering in Osijek
2023-01-01
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| Series: | Tehnički Vjesnik |
| Subjects: | |
| Online Access: | https://hrcak.srce.hr/file/426037 |