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Applied financial economics letters
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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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2
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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3
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
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