The Journal of Risk and Financial Management in Open AccessReportar como inadecuado

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Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan


Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands

Note: In lieu of an abstract, this is an excerpt from the first page.

Excerpt Financial economics and econometrics have advanced rapidly in recent years, in terms of coverage of topics, the creation of new data sources, the availability of existing high frequency and ultra-high frequency tick data, the growing importance of international financial analysis, the technicality of research topics, and the number of papers and journals publishing such theoretical and practical research.

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Autor: Michael McAleer 1,2



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