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The economic value of advanced time series methods for modelling and trading 10-year government bonds
Dunis, Christian; Morrison, Vincent - In: The European journal of finance 13 (2007) 3/4, pp. 333-352
Persistent link: https://www.econbiz.de/10003550391
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Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil; Dunis, Christian; Sarantis, Nicholas - In: Journal of banking & finance 34 (2010) 4, pp. 882-891
Persistent link: https://www.econbiz.de/10003966120
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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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A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009751808
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Computational intelligence techniques for trading and investment
Dunis, Christian (contributor) - 2014
Persistent link: https://www.econbiz.de/10010258431
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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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Operational risk : emerging markets, sectors and measurement
Mitra, Sovan; Karathanasopoulos, Andreas; Sermpinis, … - In: European journal of operational research : EJOR 241 (2015) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10010486890
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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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Probability distributions, trading strategies and leverage : an application of Gaussian mixture models
Lindemann, Andreas; Dunis, Christian; Lisboa, Paulo - In: Journal of forecasting 23 (2004) 8, pp. 559-585
Persistent link: https://www.econbiz.de/10002494602