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Volatility filters for dynamic portfolio optimization
Miao, Jianjun; Dunis, Christian - In: Applied financial economics letters 1 (2005) 2, pp. 111-119
Persistent link: https://www.econbiz.de/10002807104
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Extending the variance ratio test to visualize structure in data : an application to the S&P 100 Index
Lindemann, Andreas; Dunis, Christian; Lisboa, Paulo - In: Applied financial economics letters 1 (2005) 3, pp. 189-197
Persistent link: https://www.econbiz.de/10002896152
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Volatility filters for FX portfolios trading : the impact of alternative volatility models
Miao, Jianjun; Dunis, Christian - In: Applied financial economics letters 2 (2006) 6, pp. 389-394
Persistent link: https://www.econbiz.de/10003397275