Stylized Facts
Stylized facts are recurring empirical patterns, not universal laws. Their strength depends on instrument, venue, regime, sampling, and cleaning choices.
Central questions
- Which distribution, dependence, or scaling pattern is claimed?
- Under what conditioning and time scale does it appear?
- Could discreteness, spread bounce, or data handling create it?
Planned model
Compare return tails, volatility clustering, duration, volume, and order-sign persistence under several sampling and filtering choices.