| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Visual Goodness-of-Fit Test for Econometric Models |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
466 |
| A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
140 |
| A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
71 |
| An Introduction to High-Frequency Finance: Michael M. Dacorogna, Ramazan Gencay, Ulrich Muller, Richard B. Olsen, and Olivier V. Pictet. San Diego, CA: Academic Press, 2001. 383 pp., $79.95, ISBN: 0-12-279671-3 |
0 |
0 |
5 |
1,216 |
0 |
1 |
18 |
2,666 |
| Application of wavelet decomposition in time-series forecasting |
0 |
1 |
5 |
50 |
0 |
3 |
14 |
184 |
| Applications of extreme value theory to collateral valuation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
145 |
| Asymmetry of information flow between volatilities across time scales |
0 |
0 |
2 |
34 |
0 |
0 |
2 |
131 |
| Clustering and Classification in Option Pricing |
0 |
0 |
0 |
27 |
0 |
4 |
5 |
160 |
| Commodity futures hedging, risk aversion and the hedging horizon |
0 |
0 |
2 |
13 |
0 |
2 |
6 |
136 |
| Contagion in a network of heterogeneous banks |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
50 |
| Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence |
0 |
0 |
3 |
25 |
0 |
1 |
5 |
80 |
| Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures |
0 |
0 |
0 |
83 |
0 |
0 |
6 |
459 |
| Differentiating intraday seasonalities through wavelet multi-scaling |
0 |
1 |
2 |
26 |
0 |
1 |
5 |
74 |
| EVIM: A Software Package for Extreme Value Analysis in MATLAB |
0 |
0 |
3 |
1,787 |
0 |
1 |
12 |
4,831 |
| Economic links and credit spreads |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
97 |
| Editorial |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
63 |
| Editorial for "Challenge" |
0 |
0 |
0 |
8 |
0 |
2 |
3 |
58 |
| Editorial for Challenge |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
64 |
| Effective return, risk aversion and drawdowns |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
56 |
| Enhancing the predictability of crude oil markets with hybrid wavelet approaches |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
19 |
| Exploring exchange rate returns at different time horizons |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
50 |
| Extreme value theory and Value-at-Risk: Relative performance in emerging markets |
0 |
1 |
6 |
254 |
0 |
1 |
10 |
662 |
| Forecast Comparisons of Residential Housing Prices by Parametric and Semiparametric Regression |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
193 |
| Foreign exchange trading models and market behavior |
0 |
0 |
1 |
264 |
0 |
1 |
4 |
538 |
| Fuzzy logic, trading uncertainty and technical trading |
0 |
2 |
6 |
175 |
1 |
3 |
14 |
495 |
| Hierarchical information and the rate of information diffusion |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
73 |
| High volatility, thick tails and extreme value theory in value-at-risk estimation |
0 |
0 |
2 |
113 |
0 |
2 |
6 |
388 |
| Human vs. high-frequency traders, penny jumping, and tick size |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
87 |
| Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
84 |
| Informativeness of trade size in foreign exchange markets |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
63 |
| Informed traders’ arrival in foreign exchange markets: Does geography matter? |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
54 |
| International chaos? |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
175 |
| Intraday dynamics of stock market returns and volatility |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
79 |
| Investment horizon effect on asset allocation between value and growth strategies |
0 |
0 |
1 |
52 |
0 |
2 |
5 |
322 |
| Is it Brownian or fractional Brownian motion? |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
78 |
| Jump detection with wavelets for high-frequency financial time series |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
74 |
| Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules |
0 |
0 |
2 |
244 |
0 |
1 |
9 |
626 |
| Long-run wavelet-based correlation for financial time series |
1 |
1 |
2 |
11 |
1 |
1 |
6 |
123 |
| Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis |
0 |
0 |
2 |
180 |
0 |
1 |
3 |
583 |
| MUTUAL FUND PERFORMANCE IN DEVELOPING AND ADVANCED WORLD NETWORKS |
0 |
0 |
0 |
9 |
1 |
2 |
6 |
55 |
| Multi-scale tests for serial correlation |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
125 |
| Multiscale systematic risk |
0 |
0 |
0 |
114 |
0 |
1 |
2 |
340 |
| OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS |
0 |
1 |
3 |
29 |
0 |
2 |
8 |
77 |
| Optimization of technical trading strategies and the profitability in security markets |
0 |
0 |
6 |
232 |
0 |
0 |
11 |
491 |
| Overnight borrowing, interest rates and extreme value theory |
0 |
0 |
2 |
63 |
0 |
0 |
2 |
402 |
| Overnight interest rates and aggregate market expectations |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
87 |
| Price impact and bursts in liquidity provision |
0 |
0 |
2 |
6 |
0 |
0 |
2 |
14 |
| Pricing and hedging derivative securities with neural networks and a homogeneity hint |
0 |
1 |
7 |
202 |
1 |
2 |
17 |
606 |
| Private information and its origins in an electronic foreign exchange market |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
68 |
| Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates |
0 |
0 |
1 |
359 |
0 |
0 |
2 |
868 |
| Recovering cointegration via wavelets in the presence of non-linear patterns |
0 |
0 |
6 |
16 |
0 |
1 |
10 |
31 |
| Resilience to the financial crisis in customer-supplier networks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Scaling properties of foreign exchange volatility |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
103 |
| Scaling, self-similarity and multifractality in FX markets |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
40 |
| Semiparametric Estimation of a Hedonic Price Function |
0 |
0 |
8 |
556 |
1 |
2 |
15 |
1,155 |
| Short‐run wavelet‐based covariance regimes for applied portfolio management |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
| Software reviews |
0 |
0 |
0 |
24 |
0 |
2 |
2 |
111 |
| Statistical properties of genetic learning in a model of exchange rate |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
280 |
| Technical Trading Rules and the Size of the Risk Premium in Security Returns |
0 |
0 |
1 |
170 |
1 |
3 |
4 |
435 |
| Tests for serial correlation of unknown form in dynamic least squares regression with wavelets |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
33 |
| The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms |
0 |
0 |
1 |
151 |
0 |
1 |
5 |
531 |
| The predictability of security returns with simple technical trading rules |
0 |
1 |
3 |
258 |
1 |
3 |
11 |
580 |
| Time-to-Expiry Seasonalities in Eurofutures |
0 |
0 |
0 |
81 |
0 |
1 |
1 |
296 |
| Trading frequency and volatility clustering |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
158 |
| UNIT ROOT TESTS WITH WAVELETS |
0 |
0 |
1 |
53 |
0 |
0 |
4 |
161 |
| Using genetic algorithms to select architecture of a feedforward artificial neural network |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
47 |
| Total Journal Articles |
1 |
9 |
91 |
7,432 |
8 |
59 |
285 |
21,810 |
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