Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen - In: Computational economics 58 (2021) 4, pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Cover Image
Risk : an R package for financial risk measures
Chan, Stephen; Nadarajah, Saralees - In: Computational economics 53 (2019) 4, pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
Cover Image
Portfolio selection problems with Markowitz's mean-variance framework : a review of literature
Zhang, Yuanyuan; Li, Xiang; Guo, Sini - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 2, pp. 125-158
Persistent link: https://www.econbiz.de/10012098236