@Article{economics.ja.2012-36,
 author = {Aloud, Monira, Tsang, Edward, Olsen, Richard, and Dupuis, Alexandre},
 title = {A Directional-Change Event Approach for Studying Financial Time Series},
 journal = {Economics: The Open-Access, Open-Assessment E-Journal},
 volume = {6},
 year = {2012},
 number = {2012-36},
 doi = {10.5018/economics-ejournal.ja.2012-36}, 
 url = {http://dx.doi.org/10.5018/economics-ejournal.ja.2012-36}
}