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

Crossref DOI link: https://doi.org/10.1007/s10614-023-10528-7

Published Online: 2024-01-13

Published Print: 2025-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Che-Ngoc, Ha

Nguyen-Ngoc, Thach

Nguyen-Trang, Thao https://orcid.org/0000-0003-2635-5371
License Information

Text and Data Mining valid from 2024-01-13

Version of Record valid from 2024-01-13
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Article History

Accepted: 28 November 2023

First Online: 13 January 2024

Declarations

:

: The authors declare that they have no conflict of interest.