Anton Golub

AvG

Zurich

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

27

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data

Number of pages: 15 Posted: 28 Dec 2022
James Glattfelder and Anton Golub
Department of Banking and Finance, UZH and AvG
Downloads 27 (857,867)

Abstract:

Loading...

scaling laws, physical time, intrinsic time, event-based time, time series analysis, financial data, Brownian motion, ETH/USDT, USD/JPY