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3 research outputs found
An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t
Author
Dacoronga M. M
Liborio I. Costa
Weisstein E. W
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Developing High-Frequency Foreign Exchange Trading Systems
Author
A Fisher
A W Lo
+20Â more
B Vanstone
B Vanstone
B Zhou
Bruce James Vanstone
C Brooks
C J Evertsz
D A Hsieh
Gavin Finnie
I Aldridge
M M Dacoronga
M Sewell
R Cont
R Gencay
S Bianco
S Galluccio
Sirca
T G Andersen
Tobias Hahn
U A Muller
Z Xu
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
VIX Forecasting
Author
A Corhay
A R Pagan
+33Â more
Arnab Banerjee
B J Christensen
C Brooks
D M Walsh
D Nelson
E Dimson
E Hal
F Black
G Booth
G Vasilellis
G Zumbach
J C Cox
J Glosten
Jens N�sstr�m
K D West
L Calvet
M M Dacoronga
P H Frances
R C Heynen
R C Heynen
R F Engle
R F Engle
S Laurent
S Poon
S Poon
S-H Chu
T Bollerslev
T E Day
T J Brasilford
Utkarsh Majmudar
V Akigiray
Y Tse
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
No full text
