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Ali Mengütürk, Levent
1
BARONYAN, SAYATR.
1
BODUROGLU, I.ILKAY
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Baronyan, Sayad
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SENER, EMRAH
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Şener, Emrah
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International journal of forecasting
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The Manchester School
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OLC EcoSci
ECONIS (ZBW)
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Ranking the predictive performances of value-at-risk estimation methods
Şener, Emrah
;
Baronyan, Sayad
;
Ali Mengütürk, Levent
- In:
International journal of forecasting
28
(
2012
)
4
,
pp. 849-874
Persistent link: https://www.econbiz.de/10010011600
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INVESTIGATION OF STOCHASTIC PAIRS TRADING STRATEGIES UNDER DIFFERENT VOLATILITY REGIMES
BARONYAN, SAYATR.
;
BODUROGLU, I.ILKAY
;
SENER, EMRAH
- In:
The Manchester School
78
(
2010
),
pp. 114-135
Persistent link: https://www.econbiz.de/10008442171
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