Journal article
Agent-based modelling in directional-change intrinsic time
- Petrov, V. ORCID University of Zurich, 15 Andreasstrasse, 8050 Zurich, Switzerland
- Golub, A. flov technologies AG, 26 Gotthardstrasse, 6300 Zug, Switzerland
- Olsen, R. Lykke Corp., 2 Baarerstrasse, 6300 Zug, Switzerland
- 2019-11-18
Published in:
- Quantitative Finance. - Informa UK Limited. - 2019, vol. 20, no. 3, p. 463-482
- Language
-
- English
- Open access status
- closed
- Identifiers
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- DOI 10.1080/14697688.2019.1669809
- ISSN 1469-7688
- Persistent URL
- https://sonar.ch/global/documents/38167
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