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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Bibliographic Details
Main Author: Singapore Management University
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
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Online Access: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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Institution: Singapore Management University
Language: English