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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
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The identification of spurious Lyapunov exponents in Jacobian algorithms
Gençay, Ramazan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 145-154
Persistent link: https://www.econbiz.de/10001769631
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Technical trading rules and the size of the risk premium in security returns
Gençay, Ramazan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 2, pp. 23-34
Persistent link: https://www.econbiz.de/10001769658
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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
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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
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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
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Technical trading rules and the size of the risk premium in security returns
Gençay, Ramazan; Stengos, Thanasēs - 1996
Persistent link: https://www.econbiz.de/10000960706
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Real-time trading models and the statistical properties of foreign exchange rates
Gençay, Ramazan; Ballocchi, Giuseppe; Dacorogna, Michel M. - In: International economic review 43 (2002) 2, pp. 463-491
Persistent link: https://www.econbiz.de/10001680491
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Degree of mispricing with the Black-Scholes model and nonparametric cures
Gençay, Ramazan; Altay-Salih, Aslihan - In: Annals of economics and finance 4 (2003) 1, pp. 73-101
Persistent link: https://www.econbiz.de/10001793647
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Multiscale systematic risk
Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon - In: Journal of international money and finance 24 (2005) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10002610542