50 Stone Road East
Guelph, Ontario N1G 2W1
Via Patara, 3
Rimini (RN), RN 47900
University of Guelph, Department of Economics and Finance
University of Bologna - Rimini Center for Economic Analysis (RCEA)
in Total Papers Downloads
in Total Papers Citations
Non-additive Entropy, Shannon Entropy, Tsallis Entropy, q-Gaussian Distribution.
Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling, Finance, Financial Econometrics, Volatility, High-Frequency Finance, Wavelets
Foreign Exchange Markets, Volume, Informed Trading, Noise Trading
Option Pricing, Modular Neural Networks, Non-parametric Methods.
Foreign Exchange Markets, Order Flows, Technical Trading, Frequency Domain
Foreign exchange, Order flow, Market microstructure, Macroeconomic announcements
Cointegration, discrete wavelet transformation, maximum overlap wavelet transformation, energy decomposition, errors-in-variables, persistence
2008 financial crisis, Parametric option pricing models, Non-parametric option pricing models, modular neural network-fuzzy learning vector quantization (MNN-FLVQ) model
Investment analysis, Exchange rates, Triangular arbitrage, Limit order book, Wavelets.
Foreign Exchange Markets, Volume, Trade Size, Volatility, Informed Trading, Noise Trading, Market Microstructure
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.414 seconds