Similar Search Results

The economic value of advanced time series methods for modelling and trading 10-year government bonds

Dunis, Christian; Morrison, Vincent - In: The European journal of finance 13 (2007) 3/4, pp. 333-352

Persistent link: https://www.econbiz.de/10003550391

Trading foreign exchange portfolios with volatility filters: the carry model revisited

Miao, Jia; Dunis, Christian L. - 2007

Full-text of this article is not available in this e-prints service. This article was originally published [following peer-review] in Applied Financial Economics, published by and copyright Routledge.

Persistent link: https://www.econbiz.de/10009455121

Advances in quantitative asset management

Dunis, Christian (contributor) - 2000

Persistent link: https://www.econbiz.de/10001433749

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

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

Applied quantitative methods for trading and investment

Dunis, Christian (contributor) - 2003

Persistent link: https://www.econbiz.de/10001783624

A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading

Dunis, Christian L.; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71

Persistent link: https://www.econbiz.de/10010146227

Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

Dunis, Christian L.; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202

Persistent link: https://www.econbiz.de/10009871103

Forecasting and trading currency volatility : an application of recurrent neural regression and model combination

Dunis, Christian; Huang, Xuehuan - In: Journal of forecasting 21 (2002) 5, pp. 317-354

Persistent link: https://www.econbiz.de/10001688511

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