Search research publications and outputs

  1. 2014
  2. A simple two-component model for the distribution of intraday returns

    Coroneo, L. & Veredas, D., 24 Nov 2014, High frequency trading and limit order book dynamics. Nolte, I., Salmon, M. & Adcock, C. (eds.). Routledge, p. 43-65

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  3. Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

    Shin, Y., Yu, B. & Greenwood-Nimmo, M., 2014, The Festschrift in Honor of Peter Schmidt.: Econometric Methods and Applications. Horrace, W. & Sickles, R. (eds.). New York: Springer, p. 281-314 34 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)