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Intraday high-frequency FX tra...
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Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
Kablan, Abdalla
;
Wing Lon Ng
- In:
International journal of financial markets and derivatives
2
(
2011
)
1/2
,
pp. 68-87
Persistent link: https://www.econbiz.de/10008933515
Saved in:
2
Modeling duration clusters with dynamic copulas
Wing Lon Ng
- In:
Finance research letters
5
(
2008
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
Saved in:
3
Dynamic order submission and herding behavior in electronic trading
Wing Lon Ng
- In:
The journal of financial research
33
(
2010
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003966716
Saved in:
4
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo
;
Wing Lon Ng
;
Constantinou, Nick
- In:
Finance research letters
6
(
2009
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
Saved in:
5
Detecting diurnal volume profile : an empirical analysis of market depth
Malik, Azeem
;
Wing Lon Ng
- In:
Banking and finance letters : BFL
1
(
2009
)
3
,
pp. 119-128
Persistent link: https://www.econbiz.de/10003985858
Saved in:
6
Extreme spillover effects of volatility indices
Yue Peng
;
Wing Lon Ng
- In:
Journal of economic research
17
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009577613
Saved in:
7
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng
;
Wing Lon Ng
- In:
Annals of finance
8
(
2012
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10009510581
Saved in:
8
Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo
;
Wing Lon Ng
;
Constantinou, Nick
- In:
Intelligent systems in accounting finance and …
20
(
2013
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10010196979
Saved in:
9
Intraday liquidity patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
10
A simulation analysis of herding and unifractal scaling behaviour
Phelps, Steve
;
Wing Lon Ng
- In:
Intelligent systems in accounting finance and …
21
(
2014
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10010339785
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