The following pages link to Ahmet Sensoy (Q506671):
Displayed 9 items.
- Effective transfer entropy approach to information flow between exchange rates and stock markets (Q506675) (← links)
- Prediction of cryptocurrency returns using machine learning (Q829124) (← links)
- A tale of two risks in the EMU sovereign debt markets (Q1629645) (← links)
- Forecasting high-frequency stock returns: a comparison of alternative methods (Q2151636) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Dynamic integration and network structure of the EMU sovereign bond markets (Q2288911) (← links)
- On the role of commodity futures in portfolio diversification (Q6079982) (← links)
- Extending the Merton model with applications to credit value adjustment (Q6165387) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)