{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,13]],"date-time":"2026-03-13T06:38:33Z","timestamp":1773383913500,"version":"3.50.1"},"reference-count":48,"publisher":"Informa UK Limited","issue":"3","funder":[{"DOI":"10.13039\/501100000038","name":"Natural Sciences and Engineering Research Council of Canada","doi-asserted-by":"crossref","award":["RGPIN-2017-04235"],"award-info":[{"award-number":["RGPIN-2017-04235"]}],"id":[{"id":"10.13039\/501100000038","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["International Journal of Control"],"published-print":{"date-parts":[[2021,3,4]]},"DOI":"10.1080\/00207179.2019.1616225","type":"journal-article","created":{"date-parts":[[2019,5,10]],"date-time":"2019-05-10T06:00:27Z","timestamp":1557468027000},"page":"735-756","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":11,"title":["An automated financial indices-processing scheme for classifying market liquidity regimes"],"prefix":"10.1080","volume":"94","author":[{"given":"Xing","family":"Gu","sequence":"first","affiliation":[{"name":"Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0885-7685","authenticated-orcid":false,"given":"Rogemar","family":"Mamon","sequence":"additional","affiliation":[{"name":"Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada"},{"name":"Division of Physical Sciences and Mathematics, University of the Philippines Visayas, Miag-ao, Iloilo, Philippines"}]},{"given":"Matt","family":"Davison","sequence":"additional","affiliation":[{"name":"Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada"}]},{"given":"Hao","family":"Yu","sequence":"additional","affiliation":[{"name":"Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Ontario, Canada"}]}],"member":"301","published-online":{"date-parts":[[2019,5,19]]},"reference":[{"key":"CIT0001","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2018.04.005"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmoneco.2013.06.003"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.1257\/jep.23.1.77"},{"key":"CIT0004","doi-asserted-by":"publisher","DOI":"10.1086\/593088"},{"key":"CIT0005","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhn098"},{"key":"CIT0006","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2013.05.016"},{"key":"CIT0007","doi-asserted-by":"publisher","DOI":"10.1093\/imaman\/dpq008"},{"issue":"4","key":"CIT0008","first-page":"65","volume":"2","author":"Davig T.","year":"2006","journal-title":"International Journal of Central Banking"},{"key":"CIT0009","doi-asserted-by":"publisher","DOI":"10.2307\/2286348"},{"key":"CIT0010","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfs.2017.07.004"},{"key":"CIT0011","volume-title":"Hidden Markov models: Estimation and control","author":"Elliott R.","year":"1995"},{"key":"CIT0012","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024901001140"},{"key":"CIT0013","doi-asserted-by":"publisher","DOI":"10.1109\/9.763210"},{"key":"CIT0014","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2002.0000012"},{"key":"CIT0015","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2010.01.005"},{"key":"CIT0016","doi-asserted-by":"publisher","DOI":"10.1007\/s10260-007-0082-4"},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.1002\/asmb.820"},{"issue":"3","key":"CIT0018","first-page":"287","volume":"13","author":"Gerdrup K. R.","year":"2017","journal-title":"International Journal of Central Banking"},{"key":"CIT0019","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2005.500363"},{"key":"CIT0020","doi-asserted-by":"publisher","DOI":"10.1017\/S0022109012000130"},{"key":"CIT0021","doi-asserted-by":"publisher","DOI":"10.2307\/1912791"},{"issue":"2","key":"CIT0022","first-page":"36","volume":"66","author":"Gromba D.","year":"2002","journal-title":"Journal of Financial Economics"},{"key":"CIT0023","doi-asserted-by":"publisher","DOI":"10.2307\/1912559"},{"key":"CIT0024","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2018.03.001"},{"key":"CIT0025","doi-asserted-by":"publisher","DOI":"10.1111\/j.1475-6803.2001.tb00763.x"},{"key":"CIT0026","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2011.07.003"},{"key":"CIT0027","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(88)90063-3"},{"key":"CIT0028","volume-title":"A treatise on money","volume":"2","author":"Keynes J.","year":"1930"},{"key":"CIT0029","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90104-Y"},{"key":"CIT0030","doi-asserted-by":"publisher","DOI":"10.2307\/1913210"},{"key":"CIT0031","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2007.05.021"},{"issue":"4","key":"CIT0032","doi-asserted-by":"crossref","first-page":"283","DOI":"10.1080\/00031305.1986.10475415","volume":"40","author":"Moors J.","year":"1986","journal-title":"American Statistician"},{"key":"CIT0033","doi-asserted-by":"publisher","DOI":"10.1016\/j.qref.2012.02.003"},{"key":"CIT0034","doi-asserted-by":"publisher","DOI":"10.1111\/irfi.12083"},{"key":"CIT0035","doi-asserted-by":"publisher","DOI":"10.1186\/s40537-017-0106-3"},{"key":"CIT0036","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2016.03.014"},{"key":"CIT0037","doi-asserted-by":"publisher","DOI":"10.1109\/JSTSP.2016.2549499"},{"key":"CIT0038","doi-asserted-by":"publisher","DOI":"10.2307\/1992331"},{"key":"CIT0039","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511802256"},{"key":"CIT0040","doi-asserted-by":"publisher","DOI":"10.1016\/B978-0-44-459406-8.00019-6"},{"key":"CIT0041","doi-asserted-by":"publisher","DOI":"10.1080\/00031305.2014.917055"},{"key":"CIT0042","doi-asserted-by":"publisher","DOI":"10.3905\/JPM.2009.35.3.098"},{"key":"CIT0043","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346060"},{"key":"CIT0044","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-013-9396-5"},{"key":"CIT0045","doi-asserted-by":"publisher","DOI":"10.1016\/j.jocs.2016.09.004"},{"issue":"2","key":"CIT0046","first-page":"1","volume":"15","author":"Xiong H.","year":"2017","journal-title":"Computational Management Science"},{"issue":"4","key":"CIT0047","first-page":"787","volume":"19","author":"Zapatero F.","year":"1995","journal-title":"Journal of Economic"},{"key":"CIT0048","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2011.09.053"}],"container-title":["International Journal of Control"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/00207179.2019.1616225","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,7,17]],"date-time":"2024-07-17T21:39:38Z","timestamp":1721252378000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00207179.2019.1616225"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5,19]]},"references-count":48,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2021,3,4]]}},"alternative-id":["10.1080\/00207179.2019.1616225"],"URL":"https:\/\/doi.org\/10.1080\/00207179.2019.1616225","relation":{},"ISSN":["0020-7179","1366-5820"],"issn-type":[{"value":"0020-7179","type":"print"},{"value":"1366-5820","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,5,19]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tcon20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tcon20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2019-02-23","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-05-02","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-05-19","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}