Prati
Ramo Gencay
Naslov
Citirano
Citirano
Godina
Intraday statistical properties of Eurofutures
G Ballocchi, M Dacorogna, R Gencay, B Piccinato
Derivatives Quarterly 6 (2), 28-44, 1999
251999
An introduction to high-frequency finance
UA Müller, MM Dacorogna, R Gençay, R Olsen, O Pictet
San Diego: Academic Press, 2001
52001
Handbook of empirical economics and finance
S Fagan, R Gencay, A Ullah, D Giles
Chapter An introduction to textual econometrics, 2011
42011
Book review: An introduction to wavelets and other filtering methods in finance and economics
R Gencay, F Selcuk, B Whitcher
Waves in Random Media 12 (3), 399, 2002
42002
Robust Prediction of Triangular Currency Arbitrage with Liquidity and Realized Risk Measures: A New Wavelet-Based Ultra-High-Frequency Analysis
N Gradojevic, R Gençay, D Erdemlioglu
Working Paper). Available online: https://ssrn. com/abstract= 3018815, 2017
32017
A test of structural change of unknown location with wavelets
R Gençay, E Yazgan, H Ozkan
Technical report, Department of Economics, Simon Fraser University, 2012
22012
International Chaos?
University of Guelph. Department of Economics, T Stengos, R Gencay, ...
21988
2010-2011 Visiting Fellows
R Gencay
Universiteit van Amsterdam, 2011
2011
www. elsevier. com/locate/frl
C Alegria, E Bayraktar, S Bhattacharyya, P Carr, S Chava, S Cheng, ...
Finance Research Letters 5, 246, 2008
2008
Editorial for" Challenge"
R Gençay, S Bhattacharyya, T Whited, A Yaron
Finance Research Letters 5 (1), 1-1, 2008
2008
A close look at market microstructure An Introduction to High-Frequency Finance
MM Dacorogna, R Gencay, U Muller, RB Olsen, OV Pictet
QUANTITATIVE FINANCE 3, C23-C25, 2003
2003
The Predictability of Security Returns with Simple Technical Trading Rules', Journal of Empirical Finance, 5 (4), October, 347-59
R Gencay
INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN ECONOMICS 146 (2), 473-485, 2002
2002
Algorithm for the N-Lyapunov exponents of an N-dimensional unknown dynamical system [1710-47]
WD Dechert, R Gencay
PROCEEDINGS-SPIE THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING, 382-382, 1992
1992
Valuation of Collateral In Securities Settlement Systems for Extreme Market Events
A Garcia
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