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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting

Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473

Persistent link: https://www.econbiz.de/10001214771

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418

Persistent link: https://www.econbiz.de/10002186598

Optimal growth, resource extraction, and transfer of technology

Cecen, A. A. - In: The Journal of energy and development 15 (1992) 2, pp. 175-187

Persistent link: https://www.econbiz.de/10001125991

Growth, resource extraction and production in a small open economy

Cecen, A. A. - In: Atlantic economic journal : AEJ 18 (1990) 4, pp. 22-31

Persistent link: https://www.econbiz.de/10001103029

Optimal growth with exhaustible resources and foreign technology in a small open economy

Cecen, A. A. - In: Journal of economic development 16 (1991) 2, pp. 169-180

Persistent link: https://www.econbiz.de/10001141868

X-inefficiency, productivity and inflation : an empirical investigation

Cecen, A. A. - In: Atlantic economic journal : AEJ 17 (1989) 1, pp. 43-46

Persistent link: https://www.econbiz.de/10001062162

Institutions, economic growth, and foreign aid in Nepal

Cecen, A. A.; Xiao, Linlan; Adhikari, Santosh - In: International journal of economics and finance 6 (2014) 6, pp. 84-94

Persistent link: https://www.econbiz.de/10010370838

Capital flows and current account dynamics in Turkey : a nonlinear time series analysis

Cecen, A. A.; Xiao, Linlan - In: Economic modelling 39 (2014), pp. 240-246

Persistent link: https://www.econbiz.de/10010421852

High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities

Baillie, Richard; Cecen, Aydin A.; Han, Young-wook - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 247-267

Persistent link: https://www.econbiz.de/10001636386

Machines, Memory and the Markov Property in Stock Returns : Deus Ex Machina?

Cecen, Aydin - 2017

This study seeks to understand whether and to what extent High Frequency Trading (HFT) affects the probabilistic properties of the stock returns in five markets. More specifically, it focuses on the impact of HFT/machine trading on five major stock indices, DAX, Nikkei 225, S&P 500, Russell...

Persistent link: https://www.econbiz.de/10012957070