Rui Jorge Almeida, Nalan Bastürk, Robert Golan. Intraday value-at-risk estimation for directional change events and investment strategies. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017. pages 1-8, IEEE, 2017. [doi]
Abstract is missing.