Narrow search
Showing 1 - 5 of 5
Cover Image
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Cover Image
Research on the effects of institutional liquidation strategies on the market based on multi-agent model
Luo, Qixuan; Shi, Yu; Zhou, Xuan; Li, Handong - In: Computational economics 58 (2021) 4, pp. 1025-1049
Persistent link: https://www.econbiz.de/10012697872
Cover Image
Statistical characteristics of price impact in high-frequency trading
Jia, Can; Zhou, Tianmin; Li, Handong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Cover Image
Research on the effects of liquidation strategies in the multi-asset artificial market
Luo, Qixuan; Song, Shijia; Li, Handong - In: Computational economics 62 (2023) 4, pp. 1721-1750
Persistent link: https://www.econbiz.de/10014437570
Cover Image
A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score
Song, Shijia; Li, Handong - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 203-214
Persistent link: https://www.econbiz.de/10014428040