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Craig Ellis

SSRN Author Rank: 20,164 by Downloads and 28,623 by Citations

 Dean
 

Education Centre Australia


 Sydney
 Australia
 email address

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. Craig Ellis's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,676
Total
Citations
8
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Volatility Scaling in Foreign Exchange Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Nanyang Technological University Working Paper No. 99-04
Number of Pages in PDF File: 23
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Posted:
25 Apr 99
498
(39,474)
2

2.  
Scaling the Volatility of Credit Spreads: Evidence from Australian Dollar Eurobonds | Show Abstract | Download This Paper | Open PDF in Browser |
Nanyang Technological University, Department of Banking and Finance Working Paper No. 99-03
Number of Pages in PDF File: 36
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
13 Dec 99
426
(48,822)
6

3.  
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
26 May 03
390
(54,038)
 

4.  
Ellis, Craig
Education Centre Australia
Posted:
02 Oct 08
339
(63,185)
 

5.  
Xuân Vinh, Võ
University of Economics Ho Chi Minh City
Ellis, Craig
Education Centre Australia
Posted:
18 Aug 16
0
(488,436)
 

6.  
Statistical Illusions and Long-Term Return Anomalies on the Nikkei | Show Abstract |
Jonathan Batten, Craig Ellis and Thomas Fetherston, STATISTICAL ILLUSIONS AND LONG-TERM RETURN ANOMALIES ON THE NIKKEI, CHAOS, SOLTIONS & FRACTAL, Vol. 23, pp.1125-1136, Elsevier Science, 2005
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
02 Aug 05
 

7.  
Decomposing Intraday Dependence in Currency Markets: Evidence from the Aud/Usd Spot Market | Show Abstract |
Physica A: Statistical Mechanics and its Applications, Vol. 352, No. 2-4, pp. 558-572, 2005
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
02 Aug 05
Last Revised:
15 Jul 10
 

8.  
Scaling Relationships of Gaussian Processes | Show Abstract |
Economics Letters, Vol. 72, No. 3, pp. 291-296
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Posted:
26 May 03
 


Records 1 - 8 of 8 matches
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