Quant Finance

tseries: Time Series Analysis and Computational Finance

tseries: Time Series Analysis and Computational Finance

Efficient Estimation of Volatility Using High Frequency Data

Efficient Estimation of Volatility Using High Frequency Data

Forecasting exchange rates using cointegration models and intra-day data

Forecasting exchange rates using cointegration models and intra-day data

Orla: A data flow programming system for very large time series

Orla: A data flow programming system for very large time series

Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data

Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data