1. Asynchronous ADRs: overnight vs intraday returns and trading strategies. Issue 4 (2nd October 2017) Authors: Kang, Jamie; Leung, Tim Journal: Studies in economics and finance Issue: Volume 34:Issue 4(2017) Page Start: 580 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Beginning PowerApps : the non-developers guide to building business mobile applications /: the non-developers guide to building business mobile applications. (2017) Other Names: Leung, Tim Record Type: Book Extent: 1 online resource (383 pages) View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Issue 3 (25th September 2019) Authors: Leung, Tim; Nguyen, Hung Journal: Studies in economics and finance Issue: Volume 36:Issue 3(2019) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Constructing cointegrated cryptocurrency portfolios for statistical arbitrage. Issue 3 (7th October 2019) Authors: Leung, Tim; Nguyen, Hung Journal: Studies in economics and finance Issue: Volume 36:Issue 3(2019) Page Start: 581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Dynamic Index Tracking and Risk Exposure Control Using Derivatives. Issue 2 (4th March 2018) Authors: Leung, Tim; Ward, Brian Journal: Applied mathematical finance Issue: Volume 25:Issue 2(2018) Page Start: 180 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning. (3rd May 2021) Authors: Leung, Tim; Zhao, Theodore Journal: Applied stochastic models in business and industry Issue: Volume 37:Number 6(2021) Page Start: 993 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS. (19th May 2016) Authors: Leung, Tim; Lorig, Matthew; Pascucci, Andrea Journal: Mathematical finance Issue: Volume 27:Number 4(2017:Oct.) Page Start: 1035 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Optimal static quadratic hedging. Issue 9 (1st September 2016) Authors: Leung, Tim; Lorig, Matthew Journal: Quantitative finance Issue: Volume 16:Issue 9(2016) Page Start: 1341 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Sparse mean-reverting portfolios via penalized likelihood optimization. (January 2020) Authors: Zhang, Jize; Leung, Tim; Aravkin, Aleksandr Journal: Automatica Issue: Volume 111(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. The golden target: analyzing the tracking performance of leveraged gold ETFs. Issue 3 (3rd August 2015) Authors: Leung, Tim Journal: Studies in economics and finance Issue: Volume 32:Issue 3(2015) Page Start: 278 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗