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~subject:"Elektronisches Handelssystem"
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Analysing liquidity and absorp...
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Elektronisches Handelssystem
Theorie
12
Theory
12
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Duration analysis
5
Electronic trading
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Statistische Bestandsanalyse
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Börsenkurs
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Wertpapierhandel
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Aktienmarkt
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Algorithmic trading
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Credit derivative
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Credit risk
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High-frequency data
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Kreditderivat
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Kreditrisiko
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Limit order book
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Liquidity
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Market impact
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Multivariate Verteilung
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Multivariate distribution
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Stock market
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Trade scheduling
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Trading volume
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ACD model
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ARCH model
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ARCH-Modell
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Aktienindex
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Anlageverhalten
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Ansteckungseffekt
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Basel Accord
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Basler Akkord
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Wing Lon Ng
4
Kablan, Abdalla
1
Malik, Azeem
1
Ng, Wing Lon
1
Vella, Vince
1
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Intelligent systems in accounting finance and management : international journal
1
International journal of financial markets and derivatives
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Studies in economics and finance
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The journal of financial research
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ECONIS (ZBW)
5
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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
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2
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
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3
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
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4
Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon
-
2005
Persistent link: https://www.econbiz.de/10003294866
Saved in:
5
A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of AI trading algorithms
Vella, Vince
;
Wing Lon Ng
- In:
Intelligent systems in accounting finance and …
22
(
2015
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10011407132
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