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Economics letters
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Is it Brownian or fractional Brownian motion?
Li, Meiyu
;
Gençay, Ramazan
;
Xue, Yi
- In:
Economics letters
145
(
2016
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011618176
Saved in:
2
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
3
Trading mechanisms and market quality : limit-order books versus dealership markets
Xing, Xiaochuan
;
Xue, Yi
- In:
Economics letters
154
(
2017
),
pp. 35-44
Persistent link: https://www.econbiz.de/10011810715
Saved in:
4
Optimization of technical trading strategies and the profitability in security markets
Gençay, Ramazan
- In:
Economics letters
59
(
1998
)
2
,
pp. 249-254
Persistent link: https://www.econbiz.de/10001241420
Saved in:
5
Optimization of technical trading strategies and the profitability in security markets
Gençay, Ramazan
- In:
Economics letters
59
(
1998
)
2
,
pp. 249-254
Persistent link: https://www.econbiz.de/10006789264
Saved in:
6
A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators
Gençay, Ramazan
- In:
Economics letters
52
(
1996
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001208414
Saved in:
7
Overnight interest rates and aggregate market expectations
Gradojevic, Nikola
;
Gençay, Ramazan
- In:
Economics letters
100
(
2008
)
1
,
pp. 27-30
Persistent link: https://www.econbiz.de/10003747256
Saved in:
8
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
Saved in:
9
Application of wavelet decomposition in time-series forecasting
Zhang, Keyi
;
Gençay, Ramazan
;
Yazgan, Mustafa Ege
- In:
Economics letters
158
(
2017
),
pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
Saved in:
10
Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Li, Meiyu
;
Gençay, Ramazan
- In:
Economics letters
155
(
2017
),
pp. 104-110
Persistent link: https://www.econbiz.de/10011821626
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