Monira Aloud

affiliation not provided to SSRN

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Scholarly Papers (1)

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A Directional-Change Events Approach for Studying Financial Time Series

Economics Discussion Paper No. 2011-28
Number of pages: 18 Posted: 16 Dec 2011
affiliation not provided to SSRN, University of Essex - Centre for Computational Finance and Economic Agents, Lykke Corp and affiliation not provided to SSRN
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Abstract:

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Directional-change event, intrinsic time, high-frequency finance, foreign exchange market, time-series analysis