A directional-change events approach for studying financial time series
Year of publication: |
2011
|
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Authors: | Aloud, Monira ; Tsang, Edward ; Olsen, Richard ; Dupuis, Alexandre |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Directional-change event | intrinsic time | high-frequency finance | foreign exchange market | time-series analysis |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Notes: | Number 2011-28 |
Classification: | G10 - General Financial Markets. General |
Source: |
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A directional-change event approach for studying financial time series
Aloud, Monira, (2012)
-
A directional-change events approach for studying financial time series
Aloud, Monira, (2011)
-
A directional-change event approach for studying financial time series
Aloud, Monira, (2012)
- More ...
-
A directional-change event approach for studying financial time series
Aloud, Monira, (2012)
-
A directional-change events approach for studying financial time series
Aloud, Monira, (2011)
-
A directional-change event approach for studying financial time series
Aloud, Monira, (2012)
- More ...