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Evolution of Chinese futures markets from a high frequency perspective
Li, Zhengqiang; Wang, Tao; Drapeau, Samuel; Tao, Xuan - In: Economics & politics 36 (2024) 3, pp. 1416-1449
Persistent link: https://www.econbiz.de/10015153127
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On model robustness of the regime switching approach for pegged foreign exchange markets
Zhang, Yunbo; Drapeau, Samuel - In: Quantitative finance 22 (2022) 7, pp. 1371-1390
Persistent link: https://www.econbiz.de/10013367908