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Extreme value theory and Value...
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Theory
Volatilität
66
Theorie
61
Risikomanagement
52
Portfoliomanagement
46
risk management
46
portfolio management
43
Schweiz
35
Portfolio Selection
34
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27
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22
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19
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19
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15
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15
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Derivat
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English
46
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Gençay, Ramazan
43
Gradojevic, Nikola
8
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6
Xue, Yi
6
Conlon, Thomas
4
Cotter, John
4
Erdemlioglu, Deniz
4
Agliardi, Rossella
3
Olsen, Richard
3
Stengos, Thanasēs
3
Fagan, Stephen
2
Fan, Yanqin
2
Pang, Hao
2
Pictet, Olivier
2
Whitcher, Brandon
2
Zhang, Keyi
2
Anglin, Paul M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Kaduff, Jochen Volker
1
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1
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1
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1
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1
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1
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1
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Universität Zürich / Institut für Schweizerisches Bankwesen
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6
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3
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2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics
1
Discussion paper series / University of Guelph, Department of Economics
1
EERI research paper series
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
European journal of operational research : EJOR
1
Handbook of empirical economics and finance
1
International economic review
1
International journal of forecasting
1
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ECONIS (ZBW)
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1
An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan
;
Selçuk, Faruk
;
Whitcher, Brandon
-
2002
Persistent link: https://www.econbiz.de/10001581851
Saved in:
2
A visual goodness-of-fit test for econometric models
Gençay, Ramazan
(
contributor
);
Selçuk, Faruk
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001769714
Saved in:
3
Multiscale systematic risk
Gençay, Ramazan
;
Selçuk, Faruk
;
Whitcher, Brandon
- In:
Journal of international money and finance
24
(
2005
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10002610542
Saved in:
4
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. 287-303
Persistent link: https://www.econbiz.de/10002033493
Saved in:
5
Informed traders' arrival in foreign exchange markets : does geography matter?
Gençay, Ramazan
;
Gradojevic, Nikola
;
Olsen, Richard
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1431-1462
Persistent link: https://www.econbiz.de/10011377058
Saved in:
6
Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules
Gençay, Ramazan
- In:
Journal of international economics
47
(
1999
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10001395921
Saved in:
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/10001241420
Saved in:
8
Forecasting with Bayesian vector autoregressions : an application to post-liberalization Turkey ; 1980-1991
Selçuk, Faruk
-
1992
Persistent link: https://www.econbiz.de/10000870003
Saved in:
9
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
10
Statistical properties of genetic learning in a model of exchange rate
Arifovic, Jasmina
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 981-1005
Persistent link: https://www.econbiz.de/10001465693
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