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Multi-criteria classification for pricing European options

Gradojevic, Nikola - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 123-139

Persistent link: https://www.econbiz.de/10011507441

Heterogeneous investment horizons, risk regimes, and realized jumps

Erdemlioglu, Deniz; Gradojevic, Nikola - In: International Journal of Finance & Economics 26 (2020) 1, pp. 617-643

Persistent link: https://www.econbiz.de/10012189295

Drilling deeper : non-linear, non-parametric natural gas price and volatility forecasting

Bajatovic, Dusan; Erdemlioglu, Deniz; Gradojevic, Nikola - In: The energy journal 45 (2024) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10015323327

Multiscale analysis of foreign exchange order flows and technical trading profitability

Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165

Persistent link: https://www.econbiz.de/10011439041

Informativeness of trade size in foreign exchange markets

Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33

Persistent link: https://www.econbiz.de/10011762076

Predicting systemic risk with entropic indicators

Gradojevic, Nikola; Caric, Marko - In: Journal of forecasting 36 (2017) 1, pp. 16-25

Persistent link: https://www.econbiz.de/10011729042

Volatility cascades in cryptocurrency trading

Gradojevic, Nikola; Tsiakas, Ilias - In: Journal of empirical finance 62 (2021), pp. 252-265

Persistent link: https://www.econbiz.de/10012693424

A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage

Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economic modelling 85 (2020), pp. 57-73

Persistent link: https://www.econbiz.de/10012210603

Forecasting Bitcoin with technical analysis : a not-so-random forest?

Gradojevic, Nikola; Kukolj, Dragan; Adcock, Robert; … - In: International journal of forecasting 39 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014462762

A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s

Gradojevic, Nikola - In: Applied Financial Economics 17 (2007) 17, pp. 1377-1387

This article analyses two sudden depreciations of the Canadian dollar in the 1990s: July/August 1998 and November/December 1994. It is found that a nonparametric exchange rate model based on a combination of fundamental and microstructure (order flow) variables can be used not only to explain,...

Persistent link: https://www.econbiz.de/10005451976