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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Special issue on forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382881
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Special issue: forecasting financial markets
Dunis, Christian (contributor) - In: The European journal of finance 13 (2007) 3/4, pp. 301-395
Persistent link: https://www.econbiz.de/10003550373
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Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian (contributor) - 2015
Persistent link: https://www.econbiz.de/10010528214
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Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 19 (2013) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
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Forecasting EUR-USD implied volatility : the case of intraday data
Dunis, Christian; Kellard, Neil M.; Snaith, Stuart - In: Journal of banking & finance 37 (2013) 12, pp. 4943-4957
Persistent link: https://www.econbiz.de/10010341879
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Modelling benchmark government bonds volatility : do swaption rates help?
Dunis, Christian; Francis, Freda L. - In: Progress in financial markets research, (pp. 263-288). 2012
Persistent link: https://www.econbiz.de/10009678543
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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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Special issue on Forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2005
Persistent link: https://www.econbiz.de/10003081451
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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