Yanhui Liu: 1 book
by Xiangli Liu, Yanhui Liu, Yongmiao Hong
Language: English
Release Date: July 11, 2014
Language: English
Release Date: July 11, 2014
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing comovements between two time series....
