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Pascalau, Razvan
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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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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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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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Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter
;
Pascalau, Razvan
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
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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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6
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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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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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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Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008933066
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10
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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