Ramazan Gençay

Available identifiers

zbMath Open gencay.ramazanMaRDI QIDQ310929

List of research outcomes

Publication	Date of Publication	Type
Recovering cointegration via wavelets in the presence of non-linear patterns	2023-04-27	Paper
Resilience to the financial crisis in customer-supplier networks	2019-09-26	Paper
Enhancing the predictability of crude oil markets with hybrid wavelet approaches	2019-08-05	Paper
Application of wavelet decomposition in time-series forecasting	2018-09-20	Paper
Tests for serial correlation of unknown form in dynamic least squares regression with wavelets	2018-09-12	Paper
Informativeness of trade size in foreign exchange markets	2018-09-11	Paper
Is it Brownian or fractional Brownian motion?	2018-09-05	Paper
Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment	2018-08-13	Paper
Long-run wavelet-based correlation for financial time series	2018-07-25	Paper
OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS	2017-03-30	Paper
Hierarchical information and the rate of information diffusion	2016-09-28	Paper
Jump detection with wavelets for high-frequency financial time series	2015-04-16	Paper
Multi-scale tests for serial correlation	2014-11-24	Paper
Errors-in-variables estimation with wavelets	2013-06-28	Paper
UNIT ROOT TESTS WITH WAVELETS	2010-10-14	Paper
Foreign exchange trading models and market behavior	2008-10-24	Paper
Is the largest Lyapunov exponent preserved in embedded dynamics?	2007-09-07	Paper
Hypotheses testing based on modified nonparametric estimation of an affinity measure between two distributions	2007-04-16	Paper
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms	2006-01-27	Paper
Technical Trading Rules and the Size of the Risk Premium in Security Returns	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q3368232	2006-01-27	Paper
Time-to-Expiry Seasonalities in Eurofutures	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q3368280	2006-01-27	Paper
High volatility, thick tails and extreme value theory in value-at-risk estimation.	2004-02-14	Paper
Scaling, self-similarity and multifractality in FX markets	2003-05-21	Paper
Exploring exchange rate returns at different time horizons	2002-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q2768756	2002-02-03	Paper
Differentiating intraday seasonalities through wavelet multi-scaling	2001-01-09	Paper
Using genetic algorithms to select architecture of a feedforward artificial neural network	2001-01-09	Paper
Differentiating intraday seasonalities through wavelet multi-scaling	2001-01-01	Paper
Effective return, risk aversion and drawdowns	2000-12-05	Paper
Scaling properties of foreign exchange volatility	2000-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q4251785	2000-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4251793	2000-10-11	Paper
Pricing and hedging derivative securities with neural networks and a homogeneity hint	2000-08-21	Paper
Statistical properties of genetic learning in a model of exchange rate	2000-06-04	Paper
Testing chaotic dynamics via Lyapunov exponents.	2000-02-01	Paper
A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators	1997-02-27	Paper
The topological invariance of Lyapunov exponents in embedded dynamics	1996-01-16	Paper
A statistical framework for testing chaotic dynamics via Lyapunov exponents	1995-12-19	Paper
A Consistent Nonparametric Test of Symmetry in Linear Regression Models	1995-08-21	Paper
An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system	1993-04-01	Paper

Research outcomes over time

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