海量图书期刊资源,随时随地畅享阅读乐趣
Software reviewsRamazan Gençay; Faruk Selçuk · 2001
Multiscale systematic riskRamazan Gençay; Faruk Selçuk; Brandon Whitcher · 2005
Scaling properties of foreign exchange volatilityRamazan Gençay; Faruk Selçuk; Brandon Whitcher · 2001
Intraday dynamics of stock market returns and volatilityFaruk Selçuk; Ramazan Gençay · 2006
Overnight borrowing, interest rates and extreme value theoryRamazan Gençay; Faruk Selçuk · 2006
Differentiating intraday seasonalities through wavelet multi-scalingRamazan Gençay; Faruk Selçuk; Brandon Whitcher · 2001
Trading frequency and volatility clusteringYi Xue; Ramazan Gençay · 2012
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010