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Gençay, Ramazan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OLC EcoSci
ECONIS (ZBW)
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Hierarchical information and the rate of information diffusion
Xue, Yi
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
36
(
2012
)
9
,
pp. 1372-1402
Persistent link: https://www.econbiz.de/10009983907
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2
Trading frequency and volatility clustering
Xue, Yi
;
Gençay, Ramazan
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 760-774
Persistent link: https://www.econbiz.de/10009825446
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3
PCG-inexact Newton methods for unary optimization
Zhang, Jianzhong
;
Xue, Yi
;
Zhong, Ping
;
Deng, Naiyang
- In:
European journal of operational research : EJOR
143
(
2002
)
2
,
pp. 419-431
Persistent link: https://www.econbiz.de/10006653961
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4
Partnership dissolution and proprietary information
Li, Jianpei
;
Xue, Yi
;
Wu, Weixing
- In:
Social choice and welfare
40
(
2013
)
2
,
pp. 495-527
Persistent link: https://www.econbiz.de/10010066243
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5
An Inexact Newton Method Derived from Efficiency Analysis
Deng, Naiyang
;
Xue, Yi
;
Zhang, Jianzhong
;
Zhong, Ping
- In:
Journal of global optimization : an international …
31
(
2005
)
2
,
pp. 287-316
Persistent link: https://www.econbiz.de/10007150491
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6
High volatility, thick tails and extreme value theory in value-at-risk estimation
Gençay, Ramazan
;
Selçuk, Faruk
;
Ulugülyagci, Abdurrahman
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10006885590
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7
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
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8
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Gençay, Ramazan
;
Ballocchi, Giuseppe
;
Dacorogna, Michel
; …
- In:
International economic review
43
(
2002
)
2
,
pp. 463-492
Persistent link: https://www.econbiz.de/10006034671
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9
Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan
;
Gradojevic, Nikola
- In:
Economic modelling
33
(
2013
),
pp. 86-93
Persistent link: https://www.econbiz.de/10010161382
Saved in:
10
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 287-304
Persistent link: https://www.econbiz.de/10006964439
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