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Chan, Ka Kei - 2019

over time, but their convergence is asynchronous. A trading strategy based on a joint signal of both systematic and …

Persistent link: https://www.econbiz.de/10012899167

Shi, Yukun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 82 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013426474

Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Rosen, Samuel; … - 2021

Persistent link: https://www.econbiz.de/10012483801

Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Rosen, Samuel; … - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 7018-7033

Persistent link: https://www.econbiz.de/10013373168

Park, Yuen Jung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 491-516

Persistent link: https://www.econbiz.de/10009618798

Hu, May; Narayan, Paresh Kumar; Park, Jason; Verhoeven, … - In: International review of economics & finance : IREF 79 (2022), pp. 353-367

Persistent link: https://www.econbiz.de/10013343419

Boyarchenko, Mitya - 2013

. Boyarchenko and Levendorskii (IJTAF 2013), which greatly increase the rate of convergence of the integrals. We demonstrate that …

Persistent link: https://www.econbiz.de/10013073595

Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 1089-1123

Persistent link: https://www.econbiz.de/10011765022

Li, Shuang; Peng, Cheng; Bao, Ying; Zhao, Yanlong - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012656950

Kao, Lie Jane - In: Review of derivatives research 19 (2016) 1, pp. 41-64

Persistent link: https://www.econbiz.de/10011742280