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Butterfly effect : the US real estate market downturn and the Asian recession
Xue, Yi; He, Yin; Shao, Xinjian - In: Finance research letters 9 (2012) 2, pp. 92-102
Persistent link: https://www.econbiz.de/10009615892
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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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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Moving average rules, volume and the predictability of security returns with feedforward networks
Gençay, Ramazan; Stengos, Thanasis - In: Journal of forecasting 17 (1998) 5/6, pp. 401-414
Persistent link: https://www.econbiz.de/10001363198
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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
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Foreign exchange trading models and market behavior
Gençay, Ramazan; Dacorogna, Michel; Olsen, Richard; … - In: Journal of economic dynamics & control 27 (2003) 6, pp. 909-935
Persistent link: https://www.econbiz.de/10001734446