A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies

Authors
Ha Che-Ngoc, Thach Nguyen-Ngoc & Thao Nguyen-Trang
Publication year
2024
Index (WoS/Scopus)
WoS
Publisher
Springer
Journal
Computational Economics
Link
https://link.springer.com/article/10.1007/s10614-023-10528-7