@TechReport{economics.dp.2011-28,
 author = {Aloud, Monira, Tsang, Edward, Olsen, Richard, and Dupuis, Alexandre},
 title = {A Directional-Change Events Approach for Studying Financial Time Series},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2011},
 number = {2011-28},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2011-28}
}