Publication | Closed Access

Measuring stock market resiliency with Discrete Fourier Transform for high frequency data

EngineeringAsset PricingHigh-frequency TradingData ScienceHigh Frequency DataMarket TrendQuantitative FinanceBusinessEconometricsStock Market ResiliencyTime Series EconometricsDiscrete Fourier TransformFinancial EngineeringStatisticsFinanceHigh-frequency Financial Econometrics