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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.

Data and Resources

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Cite this as

R. Allez, J.-P. Bouchaud (2024). Dataset: Intra-day seasonalities in financial markets. https://doi.org/10.57702/oudj3zzh

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Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.1509.07710
Author R. Allez
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J.-P. Bouchaud