Dataset Groups Activity Stream Intra-day seasonalities in financial markets The dataset is used to study the properties of the volatility process, including the fat-tails and time-reversal asymmetry. BibTex: @dataset{R_Allez_and_J-P_Bouchaud_2024, abstract = {The dataset is used to study the properties of the volatility process, including the fat-tails and time-reversal asymmetry.}, author = {R. Allez and J.-P. Bouchaud}, doi = {10.57702/oudj3zzh}, institution = {No Organization}, keyword = {'Fat-tails', 'Time-reversal asymmetry', 'Volatility process'}, month = {dec}, publisher = {TIB}, title = {Intra-day seasonalities in financial markets}, url = {https://service.tib.eu/ldmservice/dataset/intra-day-seasonalities-in--nancial-markets}, year = {2024} }
