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Applying hurst exponent in pair trading strategies
Quynh Bui, (2020)
An Index is an Index is an Index?
Freihube, Thorsten, (2001)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Modeling duration clusters with dynamic copulas
Wing Lon Ng, (2008)
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny, (2015)
Detecting diurnal volume profile : an empirical analysis of market depth
Malik, Azeem, (2009)