Skip to contents Dunis, Christian [Editor] Forecasting financial markets : exchange rates, interest and asset management Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 1996 Published in: Series in financial economics and quantitative analysis Dunis, Christian [Author] ; Laws, Jason [Other]; Rudy, Jozef [Other] Mean Reversion Based on Autocorrelation : A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Dunis, Christian [Author] ; Laws, Jason [Other]; Rudy, Jozef [Other] Profitable Mean Reversion after Large Price Drops : A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Rudy, Jozef [Author] ; Dunis, Christian [Other]; Laws, Jason [Other] Profitable Pair Trading : A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Kellard, Neil [Author] ; Dunis, Christian [Other]; Sarantis, Nicholas [Other] Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Rudy, Jozef [Author] ; Dunis, Christian [Other]; Giorgioni, Gianluigi [Other]; Laws, Jason [Other] Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Dunis, Christian; Miao, Jia Advanced frequency and time domain filters for currency portfolio management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2006 Published in: Journal of Asset Management, 7 (2006) 1, Seite 22-30 Dunis, Christian; Miao, Jia Volatility filters for asset management: An application to managed futures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2006 Published in: Journal of Asset Management, 7 (2006) 3-4, Seite 179-189 Dunis, Christian; Reilly, Declan Alternative valuation techniques for predicting UK stock returns Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2004 Published in: Journal of Asset Management, 5 (2004) 4, Seite 230-250 Dunis, Christian; Lequeux, Pierre Intraday data and hedging efficiency in interest spread trading Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2000 Published in: The European Journal of Finance, 6 (2000) 4, Seite 332-352 Dunis, Christian; Keller, André Efficiency tests with overlapping data: an application to the currency options market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 1995 Published in: The European Journal of Finance, 1 (1995) 4, Seite 345-366 Dunis, Christian L.; Morrison, Vincent The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: The European Journal of Finance, 13 (2007) 4, Seite 333-352 Dunis, Christian L.; Miao, Jia Trading foreign exchange portfolios with volatility filters: the carry model revisited Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: Applied Financial Economics, 17 (2007) 3, Seite 249-255 Miao, Jia; Dunis, Christian L. Volatility filters for FX portfolios trading: the impact of alternative volatility models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2006 Published in: Applied Financial Economics Letters, 2 (2006) 6, Seite 389-394 Dunis, Christian L.; Klein, Til Analysing mergers and acquisitions in European financial services: An application of real options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2005 Published in: The European Journal of Finance, 11 (2005) 4, Seite 339-355 Dunis, Christian L; Ho, Richard Cointegration portfolios of European equities for index tracking and market neutral strategies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 6 (2005) 1, Seite 33-52 Dunis, Christian L; Shannon, Gary Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 6 (2005) 3, Seite 168-190 Dunis, Christian L; Miao, Jia Optimal trading frequency for active asset management: Evidence from technical trading rules Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 5 (2005) 5, Seite 305-326 Miao , Jia; Dunis, Christian L. Volatility filters for dynamic portfolio optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2005 Published in: Applied Financial Economics Letters, 1 (2005) 2, Seite 111-119 Dunis, Christian L.; Huang, Xuehuan Forecasting and trading currency volatility: an application of recurrent neural regression and model combination Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2002 Published in: Journal of Forecasting, 21 (2002) 5, Seite 317-354
Dunis, Christian [Editor] Forecasting financial markets : exchange rates, interest and asset management Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 1996 Published in: Series in financial economics and quantitative analysis
Dunis, Christian [Author] ; Laws, Jason [Other]; Rudy, Jozef [Other] Mean Reversion Based on Autocorrelation : A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Dunis, Christian [Author] ; Laws, Jason [Other]; Rudy, Jozef [Other] Profitable Mean Reversion after Large Price Drops : A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Rudy, Jozef [Author] ; Dunis, Christian [Other]; Laws, Jason [Other] Profitable Pair Trading : A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Kellard, Neil [Author] ; Dunis, Christian [Other]; Sarantis, Nicholas [Other] Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Rudy, Jozef [Author] ; Dunis, Christian [Other]; Giorgioni, Gianluigi [Other]; Laws, Jason [Other] Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Dunis, Christian; Miao, Jia Advanced frequency and time domain filters for currency portfolio management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2006 Published in: Journal of Asset Management, 7 (2006) 1, Seite 22-30
Dunis, Christian; Miao, Jia Volatility filters for asset management: An application to managed futures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2006 Published in: Journal of Asset Management, 7 (2006) 3-4, Seite 179-189
Dunis, Christian; Reilly, Declan Alternative valuation techniques for predicting UK stock returns Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2004 Published in: Journal of Asset Management, 5 (2004) 4, Seite 230-250
Dunis, Christian; Lequeux, Pierre Intraday data and hedging efficiency in interest spread trading Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2000 Published in: The European Journal of Finance, 6 (2000) 4, Seite 332-352
Dunis, Christian; Keller, André Efficiency tests with overlapping data: an application to the currency options market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 1995 Published in: The European Journal of Finance, 1 (1995) 4, Seite 345-366
Dunis, Christian L.; Morrison, Vincent The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: The European Journal of Finance, 13 (2007) 4, Seite 333-352
Dunis, Christian L.; Miao, Jia Trading foreign exchange portfolios with volatility filters: the carry model revisited Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2007 Published in: Applied Financial Economics, 17 (2007) 3, Seite 249-255
Miao, Jia; Dunis, Christian L. Volatility filters for FX portfolios trading: the impact of alternative volatility models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2006 Published in: Applied Financial Economics Letters, 2 (2006) 6, Seite 389-394
Dunis, Christian L.; Klein, Til Analysing mergers and acquisitions in European financial services: An application of real options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2005 Published in: The European Journal of Finance, 11 (2005) 4, Seite 339-355
Dunis, Christian L; Ho, Richard Cointegration portfolios of European equities for index tracking and market neutral strategies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 6 (2005) 1, Seite 33-52
Dunis, Christian L; Shannon, Gary Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 6 (2005) 3, Seite 168-190
Dunis, Christian L; Miao, Jia Optimal trading frequency for active asset management: Evidence from technical trading rules Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2005 Published in: Journal of Asset Management, 5 (2005) 5, Seite 305-326
Miao , Jia; Dunis, Christian L. Volatility filters for dynamic portfolio optimization Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2005 Published in: Applied Financial Economics Letters, 1 (2005) 2, Seite 111-119
Dunis, Christian L.; Huang, Xuehuan Forecasting and trading currency volatility: an application of recurrent neural regression and model combination Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2002 Published in: Journal of Forecasting, 21 (2002) 5, Seite 317-354
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