Browsing All of EconStor by Author Olsen, Richard
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2011 | A directional-change events approach for studying financial time series | Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, Alexandre |
2012 | A directional-change event approach for studying financial time series | Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, Alexandre |
2019 | Instantaneous volatility seasonality of high-frequency markets in directional-change intrinsic time | Petrov, Vladimir; Golub, Anton; Olsen, Richard |