The race against time
Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets. See the papers: Estimation of high-frequency volatility: An autoregressive conditional duration approach Intraday periodicity adjustments of transaction duration and their effects...
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Institutional Knowledge at Singapore Management University
2017
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sg-smu-ink.smu_research-10222018-03-23T02:34:30Z The race against time Singapore Management University Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets. See the papers: Estimation of high-frequency volatility: An autoregressive conditional duration approach Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation; Intraday value-at-risk: An asymmetric autoregressive conditional duration approach 2017-01-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/smu_research/14 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1022&context=smu_research http://creativecommons.org/licenses/by-nc-nd/4.0/ Research@SMU: Connecting the Dots eng Institutional Knowledge at Singapore Management University Econometrics |
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Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets.
See the papers: Estimation of high-frequency volatility: An autoregressive conditional duration approach Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation; Intraday value-at-risk: An asymmetric autoregressive conditional duration approach |
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text |
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Singapore Management University |
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Singapore Management University |
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Singapore Management University |
| title |
The race against time |
| title_short |
The race against time |
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The race against time |
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The race against time |
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The race against time |
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race against time |
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Institutional Knowledge at Singapore Management University |
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2017 |
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https://ink.library.smu.edu.sg/smu_research/14 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1022&context=smu_research |
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