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The European journal of finance
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ECONIS (ZBW)
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Advances in quantitative asset management
Dunis, Christian
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001433749
Saved in:
2
Efficiency tests with overlapping data : an application to the currency options market
Dunis, Christian
- In:
The European journal of finance
1
(
1996
)
4
,
pp. 345-366
Persistent link: https://www.econbiz.de/10001196892
Saved in:
3
FX volatility forecasts and the informational content of market data for volatility
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 242-272
Persistent link: https://www.econbiz.de/10001780709
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4
Applied quantitative methods for trading and investment
Dunis, Christian
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001783624
Saved in:
5
The use of market data and model combination to improve forecast accuracy
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
Developments in forecast combination and portfolio choice
,
(pp. 45-80)
.
2001
Persistent link: https://www.econbiz.de/10001719107
Saved in:
6
Developments in forecast combination and portfolio choice
Dunis, Christian
(
ed.
);
Timmermann, Allan
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001661408
Saved in:
7
Probability distributions, trading strategies and leverage : an application of Gaussian mixture models
Lindemann, Andreas
;
Dunis, Christian
;
Lisboa, Paulo
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 559-585
Persistent link: https://www.econbiz.de/10002494602
Saved in:
8
Volatility filters for dynamic portfolio optimization
Miao, Jianjun
;
Dunis, Christian
- In:
Applied financial economics letters
1
(
2005
)
2
,
pp. 111-119
Persistent link: https://www.econbiz.de/10002807104
Saved in:
9
Extending the variance ratio test to visualize structure in data : an application to the S&P 100 Index
Lindemann, Andreas
;
Dunis, Christian
;
Lisboa, Paulo
- In:
Applied financial economics letters
1
(
2005
)
3
,
pp. 189-197
Persistent link: https://www.econbiz.de/10002896152
Saved in:
10
Nonlinear modelling of high frequency financial time series
Dunis, Christian
(
ed.
);
Zhou, Bin
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013491172
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