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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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Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206
Persistent link: https://www.econbiz.de/10010196979
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Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Finance research letters 6 (2009) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
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ACD-Modelle
Ng, Wing Lon - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 36 (2007) 8, pp. 400-404
Persistent link: https://www.econbiz.de/10003520558
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The ScoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia; Ng, Wing Lon - 2006
Persistent link: https://www.econbiz.de/10003347599
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The SCoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia; Ng, Wing Lon - In: International review of finance 5 (2005) 1/2, pp. 55-74
Persistent link: https://www.econbiz.de/10003351733