×
Verification Code:
换一张
Forgotten Password?
Stay signed in
×
Login
中文
|
English
BNBU
|
Library
Login
Register
Home
Publications
Faculty/School
Scholars
Analysis
Search
ALL
ORCID
Title
Creator
Date Issued
Keyword
Document Type
Original Document Type
Indexed By
Publisher
Status
Collection
Faculty of Busines and Mana...
1
Research outside affiliated...
2
Authors
XIN Ling
3
Document Type
Conference paper
2
Journal article
2
Date Issued
2019
1
2017
1
2013
1
2009
1
Language
英语English
4
Indexed By
CPCI-S
2
CPCI-SSH
1
SSCI
1
Funding Organization
Keyword
CUSUM chart
1
Filter rule
1
Filter trading rule
1
Financial markets
1
Intraday trading
1
Markov switching model
1
More...
Source Publication
2009 IEEE Symposium on Comp...
1
Journal of Derivatives
1
Proceedings - 9th Internati...
1
Studies in Economics and Fi...
1
Funding Project
×
Knowledge Map
Feedback
Browse/Search Results: 1-4 of 4
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Journal Impact Factor Ascending
Journal Impact Factor Descending
Submit date Ascending
Submit date Descending
Author Ascending
Author Descending
Issue Date Ascending
Issue Date Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Title Ascending
Title Descending
Effectiveness of filter trading as an intraday trading rule
Journal article
Studies in Economics and Finance,2019, volume: 38, issue: 3, pages: 659-674
Authors:
Xin,Ling
;
Lam,Kin
;
Yu,Philip L.H.
Favorite
  |  
View/Download:1/0
  |  
Submit date:2021/10/19
Filter rule
Financial markets
Intraday trading
Measurements
Range volatility
Realized volatility
Spline smoothing
Pricing an accumulator with continuous or discrete barrier
Journal article
Journal of Derivatives,2017, volume: 24, issue: 4, pages: 93-107
Authors:
Xin, Ling
;
Yu, Philip L.H.
;
Lam, Kin
Favorite
  |  
View/Download:9/0
  |  
Submit date:2021/10/19
An application of CUSUM chart on financial trading
Conference paper
Proceedings - 9th International Conference on Computational Intelligence and Security, CIS 2013, Emeishan, China, 14-15 December 2013
Authors:
Xin, Ling
;
Yu, Philip L. H.
;
Lam, Kin
Favorite
  |  
View/Download:3/0
  |  
Submit date:2022/06/17
CUSUM chart
Filter trading rule
Markov switching model
Accumulator pricing
Conference paper
2009 IEEE Symposium on Computational Intelligence for Financial Engineering (CIFEr 2009) Proceedings, Nashville, TN, USA, MAR 30-APR 02, 2009
Authors:
Lam, Kin
;
Yu, Philip L.H.
;
Xin, Ling
Favorite
  |  
View/Download:6/0
  |  
Submit date:2022/06/17