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Unit root tests with smooth breaks : an application to the Nelson-Plosser data set
Pascalau, Razvan
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 565-570
Persistent link: https://www.econbiz.de/10003980242
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2
An empirical analysis of US Dollar-trading newcits
Pascalau, Razvan
- In:
The journal of wealth management
14
(
2011/12
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10009388716
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3
Selecting prior year's top fund of hedge funds as this year's choice
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
The journal of wealth management
13
(
2010
)
2
,
pp. 61-68
Persistent link: https://www.econbiz.de/10008651223
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4
Unconditional mean, volatility, and the FOURIER-GARCH representation
Pascalau, Razvan
;
Thomann, Christian
;
Gregoriou, Greg N.
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 90-106)
.
2011
Persistent link: https://www.econbiz.de/10008988010
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5
A joint survival analysis of hedge funds and funds of funds using copulas
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
Managerial finance
38
(
2012
)
1
,
pp. 82-100
Persistent link: https://www.econbiz.de/10009488349
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6
An application of sensitivity analysis to hedge funds
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011485150
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7
Public enforcement of securities market rules : resource-based evidence from the Securities and Exchange Commission
Lohse, Tim
;
Pascalau, Razvan
;
Thomann, Christian
- In:
Journal of economic behavior & organization : JEBO
106
(
2014
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010498809
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8
Corporate management of highly dynamic risks : evidence from the demand for terrorism insurance in Germany
Thomann, Christian
;
Pascalau, Razvan
;
Schulenburg, …
- In:
The Geneva risk and insurance review
37
(
2012
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10009521024
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9
Congestion in commodity trading advisors
Gregoriou, Greg N.
;
Pascalau, Razvan
;
Chen, Yao
- In:
INFOR : information systems and operational research
49
(
2011
)
1
,
pp. 63-74
Persistent link: https://www.econbiz.de/10009385020
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10
Diversification in funds of hedge funds : is it possible to overdiversify?
Brown, Stephen J.
;
Gregoriou, Greg N.
;
Pascalau, Razvan
- In:
Review of asset pricing studies
2
(
2012
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10009581155
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