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Trading frequency and volatili...
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Gençay, Ramazan
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Xue, Yi
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14
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7
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6
Olsen, Richard
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5
Conlon, Thomas
5
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Pictet, Olivier
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Shao, Xinjian
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Ulugülyagci, Abdurrahman
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Zhang, Keyi
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Agliardi, Rossella
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Dacorogna, Michel
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Deng, Naiyang
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Gelos, Gaston
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Harjes, Thomas
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Kim, Sangbae
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Li, Jianpei
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Piccinato, Barbara
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Sahay, Ratna
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Signori, Daniele
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Stengos, Thanasēs
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Yang, Jiefei
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Zhang, Jianzhong
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Zhong, Ping
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Altay-Salih, Aslihan
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Arifovic, Jasmina
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Brandao Marques, Luis
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ECONIS (ZBW)
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EconStor
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91
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:
92
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:
93
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:
94
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:
95
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:
96
Volatility spillover along the supply chains : a network analysis on economic links
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 83-113
Persistent link: https://www.econbiz.de/10012421694
Saved in:
97
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
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98
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
99
Human vs. high-frequency traders, penny jumping, and tick size
Mahmoodzadeh, Soheil
;
Gençay, Ramazan
- In:
Journal of banking & finance
85
(
2017
),
pp. 69-82
Persistent link: https://www.econbiz.de/10011816850
Saved in:
100
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
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