Directional change for handling tick-to-tick data
Year of publication: |
2022
|
---|---|
Authors: | Tsang, Edward P. K. |
Published in: |
Journal of Chinese economic and business studies. - London : Routledge, Taylor and Francis Group, ISSN 1476-5292, ZDB-ID 2103197-6. - Vol. 20.2022, 2, p. 171-182
|
Subject: | directional change | Finance | markets | time series |
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