Found: 13
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Informed traders' arrival in foreign exchange markets: Does geography matter?
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- Empirical Economics, 2015, v. 49, n. 4, p. 1431, doi. 10.1007/s00181-015-0917-z
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- Article
Recovering cointegration via wavelets in the presence of non-linear patterns.
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- Studies in Nonlinear Dynamics & Econometrics, 2021, v. 25, n. 5, p. 255, doi. 10.1515/snde-2018-0120
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- Article
Non-linear Prediction of Security Returns with Moving Average Rules.
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- Journal of Forecasting, 1996, v. 15, n. 3, p. 165
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- Article
Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates.
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- International Economic Review, 2002, v. 43, n. 2, p. 463, doi. 10.1111/1468-2354.t01-2-00023
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- Article
MUTUAL FUND PERFORMANCE IN DEVELOPING AND ADVANCED WORLD NETWORKS.
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- Singapore Economic Review, 2019, v. 64, n. 2, p. 399, doi. 10.1142/S0217590817500254
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- Article
How Successful Are Wavelets in Detecting Jumps?
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- Entropy, 2017, v. 19, n. 12, p. 638, doi. 10.3390/e19120638
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- Article
The Tale of Two Financial Crises: An Entropic Perspective.
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- Entropy, 2017, v. 19, n. 6, p. 244, doi. 10.3390/e19060244
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- Article
Hedging Through a Limit Order Book with Varying Liquidity.
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- Journal of Derivatives, 2014, v. 22, n. 2, p. 32, doi. 10.3905/jod.2014.22.2.032
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- Article
Short-run wavelet-based covariance regimes for applied portfolio management.
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- Journal of Forecasting, 2020, v. 39, n. 4, p. 642, doi. 10.1002/for.2650
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- Article
UNIT ROOT TESTS WITH WAVELETS.
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- Econometric Theory, 2010, v. 26, n. 5, p. 1305, doi. 10.1017/S0266466609990594
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- Article
EVIM: A Software Package for Extreme Value Analysis in MATLAB.
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- Studies in Nonlinear Dynamics & Econometrics, 2001, v. 5, n. 3, p. 213, doi. 10.1162/10811820160080103
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- Article
Time-to-Expiry Seasonalities in Eurofutures.
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- Studies in Nonlinear Dynamics & Econometrics, 2001, v. 4, n. 4, p. 227, doi. 10.1162/108118200753392136
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- Article
OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 1, p. -1, doi. 10.1142/S0219024917500054
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- Article