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The economic implications of v...
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Ellis, Craig
74
Sundmacher, Maike
29
Batten, Jonathan A.
20
Ford, Guy
17
Batten, Jonathan
14
Daly, Kevin James
9
Ellis, C.
8
Financial Markets Asia-Pacific Conference 3rd 26-27 May 2005 Sydney, N.S.W.
7
Valentine, T. J.
7
Ellis, Craig A.
6
Wilson, Patrick
4
Wilson, Patrick J.
4
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3
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Batten, J.
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Tran Phuong Thao
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International review of financial analysis
12
International Review of Financial Analysis
6
Japan and the world economy : international journal of theory and policy
4
Physica A: Statistical Mechanics and its Applications
4
Advances in Pacific Basin financial markets
3
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ECONIS (ZBW)
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BASE
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14
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1
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1
Bank "ratings arbitrage" : is LGD a blind spot in economic capital calculations?
Sundmacher, Maike
;
Ellis, Craig
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 6-11
Persistent link: https://www.econbiz.de/10009295931
Saved in:
2
Does statistical dependence matter? Evidence from the USD/AUD
Ellis, Craig
- In:
Asia Pacific financial markets in comparative …
,
(pp. 53-72)
.
2005
Persistent link: https://www.econbiz.de/10003282285
Saved in:
3
Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique
Ellis, Craig
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 53-65
Persistent link: https://www.econbiz.de/10001446438
Saved in:
4
The price of risk
Ellis, Craig
-
1999
Persistent link: https://www.econbiz.de/10001432747
Saved in:
5
Modelling the expected value of the classical rescaled adjusted range for long-term dependent series
Ellis, Craig
-
1998
Persistent link: https://www.econbiz.de/10000983589
Saved in:
6
Mis-specification in the estimation of the expected rescaled adjusted range statistic : the case versus Peters
Ellis, Craig
-
1996
Persistent link: https://www.econbiz.de/10000985672
Saved in:
7
Are long-term return anomalies illusions? : Evidence from the spot yen
Batten, Jonathan A.
;
Ellis, Craig
;
Fetherston, Thomas Austin
- In:
Japan and the world economy : international journal of …
12
(
2000
)
4
,
pp. 337-349
Persistent link: https://www.econbiz.de/10001534683
Saved in:
8
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.
;
Ellis, Craig
;
Hogan, Warren Pat
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 269-301
Persistent link: https://www.econbiz.de/10001487799
Saved in:
9
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
10
Intervention and long term bias : evidence from the spot US dollar, Japanese yen fractal structure
Batten, Jonathan A.
-
1995
Persistent link: https://www.econbiz.de/10000921286
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