2   Artículos

 
en línea
Monira Essa Aloud     Pág. 55 - 64
We introduce a set of time series analysis indicators under an event based framework of directional changes and overshoots.  Our aim is to map continuous financial market price data into the so-called Directional-Change (DC) Framework- a state based... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Monira Essa Aloud     Pág. 87 - 95
An event-based framework of directional changes and overshoots maps financial market price time series into the so-called Intrinsic Time where events are the time scale of the price time series. This allows for multi-scale analysis of financial data. &nb... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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