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Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil; Dunis, Christian; Sarantis, Nicholas - In: Journal of banking & finance 34 (2010) 4, pp. 882-891
Persistent link: https://www.econbiz.de/10003966120
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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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Long-run drift, co-movement and persistence in real wheat and maize prices
Newbold, Paul; Rayner, Anthony J.; Kellard, Neil - In: Journal of agricultural economics 51 (2000) 1, pp. 106-121
Persistent link: https://www.econbiz.de/10001449573
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The relative efficiency of commodity futures markets
Kellard, Neil (contributor) - In: The journal of futures markets 19 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
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Une explication de l'envolée du dollar entre 1980 et 1985 : l' approche financière du taux de change
Dunis, Christian - In: Revue d'économie politique 95 (1985) 6, pp. 809-822
Persistent link: https://www.econbiz.de/10001006903
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A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009751808
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Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Computational intelligence techniques for trading and …, (pp. 81-115). 2014
Persistent link: https://www.econbiz.de/10010341928
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Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Dunis, Christian; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009297425
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Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian; Laws, Jason; Evans, Ben - In: The European journal of finance 14 (2008) 5/6, pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070