PB
Bajgrowicz, Pierre Georges
Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
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Jumps in high-frequency data : spurious detections, dynamics, and news | Management science | 2015 | 866 | 870 | |||
Jumps in high-frequency data and technical trading rules performance | 2010 | 711 | 0 | ||||
Technical trading revisited: false discoveries, persistence tests, and transaction costs | 2008 | 557 | 1 760 |