{"title":"The Nature of Price Returns During Periods of High Market Activity","authors":"K. Dayri, E. Bacry, J. Muzy","doi":"10.1007/978-88-470-1766-5_11","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":8509,"journal":{"name":"arXiv: Trading and Market Microstructure","volume":"83 1","pages":"155-172"},"PeriodicalIF":0.0000,"publicationDate":"2010-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Trading and Market Microstructure","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-88-470-1766-5_11","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}