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Human vs. High-Frequency Trade...
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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
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2
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
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3
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
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4
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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5
Tests of the risk premium on foreign currency futures implied by the intertemporal asset pricing theory
Gençay, Ramazan
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 85-94
Persistent link: https://www.econbiz.de/10001181321
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6
A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators
Gençay, Ramazan
- In:
Economics letters
52
(
1996
)
2
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001208414
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7
Semiparametric estimation of a hedonic price function
Anglin, Paul M.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001211078
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8
International chaos?
Frank, Murray Z.
- In:
European economic review : EER
32
(
1988
)
8
,
pp. 1569-1584
Persistent link: https://www.econbiz.de/10001051658
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9
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:
10
Technical trading rules and the size of the risk premium in security returns
Gençay, Ramazan
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
2
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001769658
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