Mr Eghbal Rahimikia
- PublishedRahimikia, E. & Poon, S-H., 12 Oct 2020, Social Science Research Network, 51 p.
Research output: Working paper
Big Data Approach to Realised Volatility Forecasting Using HAR Model Augmented With Limit Order Book and NewsRahimikia, E. & Poon, S-H., 12 Sep 2020, Social Science Research Network, 41 p.
Research output: Working paperDOI: 10.2139/ssrn.3684040