Items where Author is "Giampaoli, Iacopo"
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Article
Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2013) PERIODICITIES OF FOREIGN EXCHANGE MARKETS AND THE DIRECTIONAL CHANGE POWER LAW. Intelligent Systems in Accounting, Finance and Management, 20 (3). pp. 189-206. DOI https://doi.org/10.1002/isaf.1343
Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2009) Analysis of ultra-high-frequency financial data using advanced Fourier transforms. Finance Research Letters, 6 (1). pp. 47-53. DOI https://doi.org/10.1016/j.frl.2008.11.002
Monograph
Constantinou, Nick and Giampaoli, Iacopo and Ng, Wing Lon (2010) Periodicities of FX Markets in Intrinsic Time. Working Paper. EBS Working Papers, Colchester.