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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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51
A visual goodness-of-fit test for econometric models
Gençay, Ramazan
(
contributor
);
Selçuk, Faruk
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001769714
Saved in:
52
EVIM : a software package for extreme value analysis in MATLAB
Gençay, Ramazan
(
contributor
);
Selçuk, Faruk
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
3
,
pp. 213-239
Persistent link: https://www.econbiz.de/10001769752
Saved in:
53
Time-to-expiry seasonalities in eurofutures
Ballocchi, Giuseppe
;
Dacorogna, Michel M.
;
Gençay, Ramazan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 227-231
Persistent link: https://www.econbiz.de/10001773148
Saved in:
54
An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan
;
Selçuk, Faruk
;
Whitcher, Brandon
-
2002
Persistent link: https://www.econbiz.de/10001581851
Saved in:
55
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
56
Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan
;
Gradojevic, Nikola
- In:
Economic modelling
33
(
2013
),
pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
Saved in:
57
Hierarchical information and the rate of information diffusion
Xue, Yi
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
36
(
2012
)
9
,
pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665
Saved in:
58
Trading frequency and volatility clustering
Xue, Yi
;
Gençay, Ramazan
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 760-773
Persistent link: https://www.econbiz.de/10009540486
Saved in:
59
An introduction to textual econometrics
Fagan, Stephen
;
Gençay, Ramazan
- In:
Handbook of empirical economics and finance
,
(pp. 133-153)
.
2011
Persistent link: https://www.econbiz.de/10009130169
Saved in:
60
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Saved in:
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