Lecture

Stylized Facts: Reproducible Research

Description

This lecture covers stylized facts in finance, including volume, volatility, leverage effect, intraday effects, correlation, time between trades, price jumps, and flash crashes. It also discusses reproducible research, best practices for scientific computing, and good enough practices in scientific computing.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.