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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
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Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.; Gunaratne, Gemunu H.; McCauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 767-783
Persistent link: https://www.econbiz.de/10003792190
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On the analysis of time series with nonstationary increments
McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H. - In: Handbook of research on complexity, (pp. 259-284). 2009
Persistent link: https://www.econbiz.de/10003870454