Alexandre Dupuis

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: 1191 | JEL: G10 | 4 comments | journal article