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An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
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High frequency momentum trading with cryptocurrencies
Chu, Jeffrey
;
Chan, Stephen
;
Zhang, Yuanyuan
- In:
Research in international business and finance
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548438
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Estimation of models for stock returns
Nadarajah, Saralees
;
Hitchen, Thomas
- In:
Computational economics
64
(
2024
)
6
,
pp. 3577-3616
Persistent link: https://www.econbiz.de/10015144254
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A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
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