| 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 |
| https://portal.mardi4nfdi.de/entity/Q3368280 | 2006-01-27 | 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 |
| 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 |
| An introduction to wavelets and other filtering methods in finance and economics | 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 |
| Scaling properties of foreign exchange volatility | 2000-12-05 | Paper |
| Effective return, risk aversion and drawdowns | 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 |
