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Richard Olsen

Centre for Computational Finance and Economic Agents (CCFEA), University of Essex and Olsen Ltd., Zurich

Papers

2011-28
DiscussionPaper
Monira Aloud, Edward Tsang, Richard Olsen, and Alexandre Dupuis
A Directional-Change Events Approach for Studying Financial Time Series
July 28, 2011 | downloads: 2286 | JEL: G10 | 4 comments | journal article