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
Foreign Exchange Markets, Volume, Trade Size, Volatility, Informed Trading, Noise Trading, Market Microstructure
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