Profiling high-frequency equity price movements in directional changes
From MaRDI portal
Publication:4555073
DOI10.1080/14697688.2016.1164887zbMath1402.91738MaRDI QIDQ4555073
Edward P. K. Tsang, Ran Tao, Shuai Ma, Antoaneta Serguieva
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1164887
91G10: Portfolio theory