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Volatility
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Dunis, Christian
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Laws, Jason
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Miao, Jianjun
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The European journal of finance
7
Applied financial economics letters
2
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1
Journal of banking & finance
1
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ECONIS (ZBW)
15
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1
FX volatility forecasts and the informational content of market data for volatility
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 242-272
Persistent link: https://www.econbiz.de/10001780709
Saved in:
2
Forecasting and trading currency volatility : an application of recurrent neural regression and model combination
Dunis, Christian
;
Huang, Xuehuan
- In:
Journal of forecasting
21
(
2002
)
5
,
pp. 317-354
Persistent link: https://www.econbiz.de/10001688511
Saved in:
3
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
Saved in:
4
Nonlinear modelling of high frequency financial time series
Dunis, Christian
(
ed.
);
Zhou, Bin
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10013491172
Saved in:
5
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
Saved in:
6
Modelling benchmark government bonds volatility : do swaption rates help?
Dunis, Christian
;
Francis, Freda L.
- In:
Progress in financial markets research
,
(pp. 263-288)
.
2012
Persistent link: https://www.econbiz.de/10009678543
Saved in:
7
Forecasting EUR-USD implied volatility : the case of intraday data
Dunis, Christian
;
Kellard, Neil M.
;
Snaith, Stuart
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4943-4957
Persistent link: https://www.econbiz.de/10010341879
Saved in:
8
Special issue: 2007 and 2008 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008698602
Saved in:
9
Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?
Dunis, Christian
;
Laws, Jason
;
Schilling, Ulrike
- In:
Journal of derivatives & hedge funds
18
(
2012
)
1
,
pp. 2-41
Persistent link: https://www.econbiz.de/10009535199
Saved in:
10
Special issue on Forecasting financial markets
Dunis, Christian
(
contributor
);
Kanioura, Athina
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003081451
Saved in:
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