Items where Author is "Li, Shengnan"
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Li, Shengnan and Tsang, Edward PK and O'Hara, John (2022) Measuring relative volatility in high‐frequency data under the directional change approach. Intelligent Systems in Accounting, Finance and Management, 29 (2). pp. 86-102. DOI https://doi.org/10.1002/isaf.1510
Li, Shengnan (2018) Searching for Head and Shoulders Bottom Patterns under Directional Changes. Masters thesis, University of Essex.