Media type: E-Article Title: Measuring relative volatility in high-frequency data under the directional change approach Contributor: Li, Shengnan [Author]; Tsang, Edward P. K. [Author]; O'Hara, John [Author] Published: 2022 Published in: Intelligent systems in accounting, finance & management ; 29(2022), 2 vom: Apr./Juni, Seite 86-102 Language: English DOI: 10.1002/isaf.1510 Identifier: Keywords: directional change ; events ; high-frequency data in FX markets ; relative volatility ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access