An improved algorithm for cleaning Ultra high-frequency data.
Research output: Contribution to journal › Article › peer-review
Standard Standard
An improved algorithm for cleaning Ultra high-frequency data. / ap Gwilym, O.M.; Verousis, T.; Ap Gwilym, O.
In: Journal of Derivatives and Hedge Funds, Vol. 15, No. 4, 01.02.2010, p. 323-340.
In: Journal of Derivatives and Hedge Funds, Vol. 15, No. 4, 01.02.2010, p. 323-340.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
ap Gwilym, OM, Verousis, T & Ap Gwilym, O 2010, 'An improved algorithm for cleaning Ultra high-frequency data.', Journal of Derivatives and Hedge Funds, vol. 15, no. 4, pp. 323-340. https://doi.org/10.1057/jdhf.2009.16
APA
ap Gwilym, O. M., Verousis, T., & Ap Gwilym, O. (2010). An improved algorithm for cleaning Ultra high-frequency data. Journal of Derivatives and Hedge Funds, 15(4), 323-340. https://doi.org/10.1057/jdhf.2009.16
CBE
ap Gwilym OM, Verousis T, Ap Gwilym O. 2010. An improved algorithm for cleaning Ultra high-frequency data. Journal of Derivatives and Hedge Funds. 15(4):323-340. https://doi.org/10.1057/jdhf.2009.16
MLA
ap Gwilym, O.M., T. Verousis and O. Ap Gwilym. "An improved algorithm for cleaning Ultra high-frequency data.". Journal of Derivatives and Hedge Funds. 2010, 15(4). 323-340. https://doi.org/10.1057/jdhf.2009.16
VancouverVancouver
ap Gwilym OM, Verousis T, Ap Gwilym O. An improved algorithm for cleaning Ultra high-frequency data. Journal of Derivatives and Hedge Funds. 2010 Feb 1;15(4):323-340. doi: 10.1057/jdhf.2009.16
Author
RIS
TY - JOUR
T1 - An improved algorithm for cleaning Ultra high-frequency data.
AU - ap Gwilym, O.M.
AU - Verousis, T.
AU - Ap Gwilym, O.
PY - 2010/2/1
Y1 - 2010/2/1
U2 - 10.1057/jdhf.2009.16
DO - 10.1057/jdhf.2009.16
M3 - Article
VL - 15
SP - 323
EP - 340
JO - Journal of Derivatives and Hedge Funds
JF - Journal of Derivatives and Hedge Funds
SN - 1753-9641
IS - 4
ER -