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Alexandre Dupuis

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

Papers

2012-36
JournalPaper
Monira Aloud, Edward Tsang, Richard Olsen, and Alexandre Dupuis
A Directional-Change Event Approach for Studying Financial Time Series
September 17, 2012 | downloads: 4317 | JEL: G10