Search results for ‘Xiangli Liu,Yanhui Liu,Yongmiao Hong,Shouyang Wang (University of the Chinese Academy of Sciences)’

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      Cover image for Information Spillover Effect and Autoregressive Conditional Duration Models
      Paperback
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      Information Spillover Effect and Autoregressive Conditional Duration Models

      Xiangli Liu,Yanhui Liu,Yongmiao Hong,Shouyang Wang (University of the Chinese Academy of Sciences)

      This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new…

      $198.99

      Available to order, ships in approx 4 weeksAvailable to order

      Cover image for Information Spillover Effect and Autoregressive Conditional Duration Models
      Hardback
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      Information Spillover Effect and Autoregressive Conditional Duration Models

      Xiangli Liu,Yanhui Liu,Yongmiao Hong,Shouyang Wang (University of the Chinese Academy of Sciences)

      This book will be of interest to researchers who are interested in comovements among different financial markets and financial market microstructure. Investors and regulation organizations looking to improve risk management…

      $367.99

      Available to order, ships in approx 2 weeksAvailable to order