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    The race against time

    Research@SMU: Connecting the dots, Page: 72-73
    2017
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    Book Description

    Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets.See the papers: Estimation of high-frequency volatility: An autoregressive conditional duration approach Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation; Intraday value-at-risk: An asymmetric autoregressive conditional duration approach

    Bibliographic Details

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    Singapore Management University

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