Dick van Dijk

Dick van Dijk

Professor of Financial Econometrics, Erasmus University Rotterdam
Verified email at ese.eur.nl
Cited by 14358
Econometrics Business cycles Volatility High-Frequency Data Return Predictability
Brani Vidakovic

Brani Vidakovic

HOHartley Chair, Statistics Department, Texas A&M University
Verified email at stat.tamu.edu
Cited by 10661
Wavelets Bayesian Statistics Biostatistics High-frequency data
Lan Zhang

Lan Zhang

Professor of Finance, University of Illinois at Chicago
Verified email at uic.edu
Cited by 7741
Financial Econometrics Quantitative Finance High Frequency Data Interface between Finance and Statistics
Sirimon Treepongkaruna

Sirimon Treepongkaruna

Professor, The University of Western Australia
Verified email at uwa.edu.au
Cited by 3283
Corporate Governance International Finance Credit Risks and Ratings High-frequency data
abdullah yalaman

abdullah yalaman

Eskişehir Osmangazi Universitesi
Verified email at ogu.edu.tr
Cited by 1850
High-Frequency Data Volatility Spillover Contagion Financial Econometrics Big Data
Martin Gould

Martin Gould

The University of Oxford
Verified email at maths.ox.ac.uk
Cited by 1567
Market Microstructure Limit Order Books High-Frequency Data
Matthias R. Fengler

Matthias R. Fengler

Professor of Econometrics, St. Gallen University (HSG)
Verified email at unisg.ch
Cited by 1381
financial econometrics option pricing risk management high-frequency data
Dmitriy Muravyev

Dmitriy Muravyev

University of Illinois Urbana-Champaign
Verified email at illinois.edu
Cited by 1029
Empirical Asset Pricing Derivatives High Frequency Data
Ying Chen

Ying Chen

Department of Mathematics, National University of Singapore
Verified email at nus.edu.sg
Cited by 842
Nonstationary Time Series Financial Econometrics High Frequency Data Functional Data Analysis
Mawuli Kouami Segnon

Mawuli Kouami Segnon

PostDoc, University Münster
Cited by 631
Financial Econometrics High-frequency data Time Series Analysis
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