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Christopher Ting
Christopher Ting
Verified email at hiroshima-u.ac.jp - Homepage
Title
Cited by
Cited by
Year
Using high-frequency transaction data to estimate the probability of informed trading
A Tay, C Ting, YK Tse, M Warachka
Journal of Financial Econometrics 7 (3), 288-311, 2009
772009
Which daily price is less noisy?
C Ting
Financial Management 35 (3), 81-95, 2006
292006
Chaotic resonance: Two-state model with chaos-induced escape over potential barrier
LY Chew, C Ting, CH Lai
Physical Review E 72 (3), 036222, 2005
222005
Microscopic chaos and Gaussian diffusion processes
LY Chew, C Ting
Physica A: Statistical Mechanics and its Applications 307 (3-4), 275-296, 2002
202002
Optimal liquidation strategies and their implications
C Ting, M Warachka, Y Zhao
Journal of Economic Dynamics and Control 31 (4), 1431-1450, 2007
182007
The impact of transaction duration, volume and direction on price dynamics and volatility
AS Tay, C Ting, Y Kuen Tse, M Warachka
Quantitative Finance 11 (3), 447-457, 2011
162011
A functional approach to the price impact of stock trades and the implied true price
RD Huang, C Ting
Journal of Empirical Finance 15 (1), 1-16, 2008
162008
SNMS-Shadow Network Management System.
TH Ong, CP Tan, YT Tan, C Ting
Recent advances in intrusion detection, 1999
161999
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis
AS Tay, C Ting
Empirical Economics 30, 827-842, 2006
152006
The implied jump risk of LIBOR rates
LK Guan, C Ting, M Warachka
Journal of Banking & Finance 29 (10), 2503-2522, 2005
122005
An adaptive algorithm for neocognitron to recognize analog images
C Ting, KC Chuang
Neural networks 6 (2), 285-299, 1993
121993
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis
AS Tay, C Ting
Empirical Economics 30, 827-842, 2006
112006
Transaction-data analysis of marked durations and their implications for market microstructure
AS Tay, C Ting, YK Tse, M Warachka
SMU Economics and Statistics Working Paper, No. 09-2004, 2004
112004
Variance risk premiums of commodity ETFs
CW Tee, C Ting
Journal of Futures Markets 37 (5), 452-472, 2017
92017
Analysis on the origin of directed current from a class of microscopic chaotic fluctuations
LY Chew, C Ting
Physical Review E 69 (3), 031103, 2004
82004
Monopoles, vortices, and kinks in the framework of noncommutative geometry
E Teo, C Ting
Physical Review D 56 (4), 2291, 1997
81997
Path integral representation of the Artin braid group
CH Lai, C Ting
Physics Letters B 265 (3-4), 341-346, 1991
81991
Spinning braid-group representation and the fractional quantum Hall effect
C Ting, CH Lai
Nuclear Physics B 396 (2-3), 429-464, 1993
71993
Mutual statistics, braid group, and the fractional quantum Hall effect
C Ting
International Journal of Modern Physics B 6 (19), 3155-3178, 1992
71992
Braid group representation and fractional quantum Hall effect
C Ting, CH Lai
Modern Physics Letters B 5 (19), 1293-1299, 1991
51991
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