We will relaunch Economics with a brandnew look and feel. The site therefore will be offline on Wednesday, March 1, 2017 from 2pm until approx. 4pm UTC+1. Sorry for any inconveniences.

Richard Olsen

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


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