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International review of financial analysis
Physica A: Statistical Mechanics and its Applications
18
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International Review of Financial Analysis
5
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Nonstationarity of efficient finance markets : FX market evolution from stability to instability
McCauley, Joseph L.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 820-837
Persistent link: https://www.econbiz.de/10003792308
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2
Is integration I(d) applicable to observed economics and finance time series?
McCauley, Joseph L.
;
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 101-108
Persistent link: https://www.econbiz.de/10003880011
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3
ARCH and GARCH models vs. martingale volatility of finance market returns
McCauley, Joseph L.
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 151-153
Persistent link: https://www.econbiz.de/10003921029
Saved in:
4
Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
;
McCauley, Joseph L.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10003792190
Saved in:
5
Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
6
Editorial: the 20th anniversary of econophysics : where we are and where we are going
McCauley, Joseph L.
;
Roehner, Bertrand M.
;
Stanley, Eugene
- In:
International review of financial analysis
47
(
2016
),
pp. 267-269
Persistent link: https://www.econbiz.de/10011624178
Saved in:
7
Is integration I(d) applicable to observed economics and finance time series?
Mccauley, Joseph L.
;
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 101-108
Persistent link: https://www.econbiz.de/10008257389
Saved in:
8
Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-127
Persistent link: https://www.econbiz.de/10009015578
Saved in:
9
Is integration I(d) applicable to observed economics and finance time series?
McCauley, Joseph L.
;
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 101-109
Persistent link: https://www.econbiz.de/10008891794
Saved in:
10
ARCH and GARCH models vs. martingale volatility of finance market returns
McCauley, Joseph L.
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 151-154
Persistent link: https://www.econbiz.de/10008895022
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