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Multi-criteria classification for pricing European options
Gradojevic, Nikola - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
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Drilling deeper : non-linear, non-parametric natural gas price and volatility forecasting
Bajatovic, Dusan; Erdemlioglu, Deniz; Gradojevic, Nikola - In: The energy journal 45 (2024) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10015323327
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Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
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Volatility cascades in cryptocurrency trading
Gradojevic, Nikola; Tsiakas, Ilias - In: Journal of empirical finance 62 (2021), pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
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The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate : Evidence from Disaggregated Data
Gradojevic, Nikola - 2009
We explore the relationship between disaggregated trading flows, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements with a novel data set of unprecedented breadth and length. Foreign financial trading flows appear to demand liquidity, contemporaneously driving the...
Persistent link: https://www.econbiz.de/10013160169