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ECONIS (ZBW)
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OLC EcoSci
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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
Saved in:
2
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:
3
On the analysis of time series with nonstationary increments
McCauley, Joseph L.
;
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
- In:
Handbook of research on complexity
,
(pp. 259-284)
.
2009
Persistent link: https://www.econbiz.de/10003870454
Saved in:
4
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:
5
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
Saved in:
6
Dynamics of markets : the new financial economics
McCauley, Joseph L.
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003825557
Saved in:
7
Evolution of FX markets and new financial economics
McCauley, Joseph L.
- In:
Computable, constructive and behavioural economic …
,
(pp. 347-376)
.
2010
Persistent link: https://www.econbiz.de/10003963007
Saved in:
8
Equilibrium versus market efficiency : randomness versus complexity in finance markets
McCauley, Joseph L.
- In:
Journal of economic surveys
25
(
2011
)
3
,
pp. 600-607
Persistent link: https://www.econbiz.de/10009157976
Saved in:
9
Equilibrium versus market efficiency : randomness versus complexity in finance markets
McCauley, Joseph L.
- In:
Nonlinearity, complexity and randomness in economics : …
,
(pp. 203-210)
.
2012
Persistent link: https://www.econbiz.de/10009505609
Saved in:
10
Equilibrium vs. market efficiency
McCauley, Joseph L.
- In:
Social fairness and economics : economic essays in the …
,
(pp. 140-149)
.
2013
Persistent link: https://www.econbiz.de/10009716415
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