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Measuring relative volatility in high-frequency data under the directional change approach
Li, Shengnan; Tsang, Edward P. K.; O'Hara, John - In: Intelligent systems in accounting, finance & management 29 (2022) 2, pp. 86-102
Persistent link: https://www.econbiz.de/10013274251
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Directional change for handling tick-to-tick data
Tsang, Edward P. K. - In: Journal of Chinese economic and business studies 20 (2022) 2, pp. 171-182
Persistent link: https://www.econbiz.de/10013353074
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TSFDC : a trading strategy based on forecasting directional change
Bakhach, Amer M.; Tsang, Edward P. K.; Chinthalapati, … - In: Intelligent systems in accounting finance and … 25 (2018) 3, pp. 105-123
Persistent link: https://www.econbiz.de/10012035514
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Nowcasting directional change in high frequency FX markets
Tsang, Edward P. K.; Ma, Shuai; Chinthalapati, V. L. Raju - In: Intelligent systems in accounting, finance & management 31 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014530799