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"Measuring relative volatility in high-frequency data under the directional ..."

Shengnan Li, Edward P. K. Tsang, John O'Hara (2022)

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DOI: 10.1002/ISAF.1510

access: open

type: Journal Article

metadata version: 2022-07-27

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  dblp key:
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  - https://dblp.org/rec/journals/isafm/LiTO22
Shengnan Li, Edward P. K. Tsang, John O'Hara:
Measuring relative volatility in high-frequency data under the directional change approach. Intell. Syst. Account. Finance Manag. 29(2): 86-102 (2022)

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