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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

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

Developments in forecast combination and portfolio choice

Dunis, Christian (ed.); Timmermann, Allan (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001661408

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

Nonlinear modelling of high frequency financial time series

Dunis, Christian (ed.); Zhou, Bin (contributor) - 1998

Persistent link: https://www.econbiz.de/10013491172

Advances in Quantitative Asset Management

Dunis, Christian - 2000

Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since...

Persistent link: https://www.econbiz.de/10013519016

Modelling and trading the Greek stock market with mixed neural network models

Dunis, Christian; Laws, Jason; Karathanassopoulos, Andreas - In: Applied financial economics 21 (2011) 22/24, pp. 1793-1808

Persistent link: https://www.econbiz.de/10009384778

Cointegration-based optimisation of currency portfolios

Dunis, Christian; Laws, Jason; Shone, Adam - In: Journal of derivatives & hedge funds 17 (2011) 2, pp. 86-114

Persistent link: https://www.econbiz.de/10009388479

Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters

Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231

Persistent link: https://www.econbiz.de/10010233196