Narrow search
Showing 1 - 5 of 5
Cover Image
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán; Constantinou, Nick - In: Journal of empirical finance 53 (2019), pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Cover Image
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Finance research letters 6 (2009) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
Cover Image
Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206
Persistent link: https://www.econbiz.de/10010196979
Cover Image
The relationship between credit default swap spreads and equity prices
Marzano, Michele; Dunn, Gary; Constantinou, Nick - In: Journal of risk 17 (2014/15) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
Cover Image
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny; Constantinou, Nick; Wing Lon Ng - In: Journal of risk 17 (2014/2015) 4, pp. 71-99
Persistent link: https://www.econbiz.de/10013262935