Perfis

Dick van Dijk

Professor of Financial Econometrics, Erasmus University Rotterdam

E-mail confirmado em ese.eur.nl

Citado por 14911

Econometrics Business cycles Volatility High-Frequency Data Return Predictability

Brani Vidakovic

HOHartley Chair, Statistics Department, Texas A&M University

E-mail confirmado em stat.tamu.edu

Citado por 11148

Wavelets Bayesian Statistics Biostatistics High-frequency data

Lan Zhang

Professor of Finance, University of Illinois at Chicago

E-mail confirmado em uic.edu

Citado por 7899

Financial Econometrics Quantitative Finance High Frequency Data Interface between Finance and Statistics

Sirimon Treepongkaruna

Professor, The University of Western Australia

E-mail confirmado em uwa.edu.au

Citado por 3821

Corporate Governance International Finance Credit Risks and Ratings High-frequency data

Martin Gould

The University of Oxford

E-mail confirmado em maths.ox.ac.uk

Citado por 2071

Market Microstructure Limit Order Books High-Frequency Data

abdullah yalaman

Eskişehir Osmangazi Universitesi

E-mail confirmado em ogu.edu.tr

Citado por 1944

High-Frequency Data Volatility Spillover Contagion Financial Econometrics Big Data

Matthias R. Fengler

Professor of Econometrics, St. Gallen University (HSG)

E-mail confirmado em unisg.ch

Citado por 1509

financial econometrics option pricing risk management high-frequency data text data analysis

Dmitriy Muravyev

University of Illinois Urbana-Champaign

E-mail confirmado em illinois.edu

Citado por 1215

Asset Pricing Derivatives High Frequency Data

Ying Chen

Department of Mathematics, National University of Singapore

E-mail confirmado em nus.edu.sg

Citado por 907

Nonstationary Time Series Financial Econometrics High Frequency Data Functional Data Analysis

Long Feng

Professor of Nankai University

E-mail confirmado em nankai.edu.cn

Citado por 758

High Dimensional Data High Frequency Data

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