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	Effectiveness of filter trading as an intraday trading rule 期刊论文 Studies in Economics and Finance,2019, 卷号: 38, 期号: 3, 页码: 659-674 作者: Xin，Ling; Lam，Kin; Yu，Philip L.H. 收藏 \| 浏览/下载：16/0 \| 提交时间：2021/10/19 Filter rule Financial markets Intraday trading Measurements Range volatility Realized volatility Spline smoothing
	Effectiveness of the intraday filter trading 会议论文 ICEMSI 2013 - 2013 International Conference on Engineering, Management Science and Innovation, Macao, China, 28-30 June 2013 作者: Xin, Ling 收藏 \| 浏览/下载：19/0 \| 提交时间：2022/06/17 Filter trading rule intraday volatility thin plate spline
	The Generalized Filter Trading Rule under Time Varying Volatility 会议论文 Proceedings of the 59th ISI World Statistics Congress, Hong Kong, China, 25-30 August 2013 作者: Xin, Ling 收藏 \| 浏览/下载：9/0 \| 提交时间：2022/06/24 Filter trading rule CUSUM Heteroskedasticity
	An application of CUSUM chart on financial trading 会议论文 Proceedings - 9th International Conference on Computational Intelligence and Security, CIS 2013, Emeishan, China, 14-15 December 2013 作者: Xin, Ling; Yu, Philip L. H.; Lam, Kin 收藏 \| 浏览/下载：10/0 \| 提交时间：2022/06/17 CUSUM chart Filter trading rule Markov switching model