[HTML][HTML] Pairs trading: A copula approach
RQ Liew, Y Wu - Journal of Derivatives & Hedge Funds, 2013 - Springer
Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has
been constantly tested with updated samples, and its profitability is acknowledged among …
been constantly tested with updated samples, and its profitability is acknowledged among …
[BOOK][B] Pairs trading with copulas
W Xie, RQ Liew, Y Wu, X Zou - 2015 - efmaefm.org
Pairs trading is a well-acknowledged speculative investment strategy, with the distance
method the most commonly implemented such strategy. However, this approach, is able to fully …
method the most commonly implemented such strategy. However, this approach, is able to fully …
The use of copulas in spread trading
RQ Liew - 2012 - dr.ntu.edu.sg
Spread trading is the simultaneous sale of one security and the purchase of a related security.
One who is involved in spread trading will desire to have an ideal entry point into and exit …
One who is involved in spread trading will desire to have an ideal entry point into and exit …
Effects of free travel programme on commuter behaviour: evidence from individual office access records
S Hong, RQ Liew, HL Saw - 2014 - dr.ntu.edu.sg
The Travel Smart Pilot Programme was implemented to reduce morning peak hour congestion
by providing free fares to early commuters, giving them the incentive of fare savings when …
by providing free fares to early commuters, giving them the incentive of fare savings when …
The effect of levothyroxine treatment on resting energy expenditure of hypothyroid dogs
…, GK Ogilvie, LM Harpold, CH Van Liew - Journal of veterinary …, 1998 - Wiley Online Library
… The small number of dogs in the study with pre- or post-RQ values above 0.9 may have …
increased activity is associated with RQ values approaching l.39 The RQ values obtained in this …
increased activity is associated with RQ values approaching l.39 The RQ values obtained in this …
Structural and electrical properties of tantalum nitride thin films fabricated by using reactive radio-frequency magnetron sputtering
…, SJ Wang, LP You, Z Yang, CK Ong, J Li, TYF Liew - Applied Physics A, 2001 - Springer
… The average root mean square roughness (Rq) in an area of 1 µm× 1 µm of the films
determined by using AFM vs. N2 partial pressure showing no clear trend of the TaN films on both …
determined by using AFM vs. N2 partial pressure showing no clear trend of the TaN films on both …
[PDF][PDF] Signal transmission loss due to copper surface roughness in high-frequency region
E Liew, MCF Malaysia, SA Malaysia, TA Okubo… - Proc. IPC APEX …, 2014 - ipc.org
… The surface roughness was measured by a ten point average roughness Rz and root mean
square roughness Rq were summarized in Tables 1 to 4. Bonding side is a surface which …
square roughness Rq were summarized in Tables 1 to 4. Bonding side is a surface which …
Metabolic effects of brown fat in transitioning from hyperthyroidism to euthyroidism
…, PS Yeo, Y Lee, BSP Lim, H Liew… - European journal of …, 2021 - academic.oup.com
… quotient (RQ) readouts based on oxygen consumption and carbon dioxide production. The
WBC has been described in detail in our previous published paper (22). REE, RQ, and FOX …
WBC has been described in detail in our previous published paper (22). REE, RQ, and FOX …
[HTML][HTML] Exploring the effects of a non-interactive talking avatar on social presence, credibility, trust, and patronage intention in an e-commerce website
… RQ 1: How does the presence (as against the absence) of a non-interactive talking avatar
… RQ 2: How does the presence (as against the absence) of a non-interactive talking avatar …
… RQ 2: How does the presence (as against the absence) of a non-interactive talking avatar …
Social cues and implications for designing expert and competent artificial agents: A systematic review
… Author links open overlay panel Tze Wei Liew a , Su-Mae Tan b … RQ 2 : What are the
implications for designing agents with social cues (expertise cues) that signal expertise and …
implications for designing agents with social cues (expertise cues) that signal expertise and …