Handong Li
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Statistical characteristics of price impact in high-frequency trading Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
| Stock price jumps and frequency distribution in the Chinese stock market | 2019-10-02 | Paper |
| Structural change in volatility in China's stock market: a functional data analysis | 2019-09-20 | Paper |
| Testing structural changes in the Chinese stock market by CUSUM | 2019-02-22 | Paper |
| Optimal trade execution under jump diffusion process: a mean-VaR approach Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
| Improved dynamic trading strategy IS algorithm | 2018-05-25 | Paper |
| Time series forecasting model based on weighted variable structure | 2017-05-17 | Paper |
Research outcomes over time
This page was built for person: Handong Li
