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Gradojevic, Nikola's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,777 |
Total
Citations
13 |
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1.
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Gencay, Ramazan
Simon Fraser University Selcuk, Faruk
Bilkent University - Department of Economics Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Whitcher, Brandon
National Center for Atmospheric Research
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05 May 03
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Last Revised:
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17 Jun 09
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370
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4
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Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling, Finance, Financial Econometrics, Volatility, High-Frequency Finance, Wavelets
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2.
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Gencay, Ramazan
Simon Fraser University Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Selcuk, Faruk
Bilkent University - Department of Economics
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339
(41,789)
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Foreign Exchange Markets, Volume, Informed Trading, Noise Trading
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3.
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Gencay, Ramazan
Simon Fraser University Gradojevic, Nikola
Lakehead University - Faculty of Business Administration
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281
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1
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Non-additive Entropy, Shannon Entropy, Tsallis Entropy, q-Gaussian Distribution.
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4.
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Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Gencay, Ramazan
Simon Fraser University
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262
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2
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Option Pricing, Modular Neural Networks, Non-parametric Methods.
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5.
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Gencay, Ramazan
Simon Fraser University Gradojevic, Nikola
Lakehead University - Faculty of Business Administration
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184
(81,235)
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Foreign Exchange Markets, Volume, Informed Trading, Noise Trading
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6.
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Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division
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106
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2
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Foreign exchange, Order flow, Market microstructure, Macroeconomic announcements
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7.
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Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Lento, Camillo
Lakehead University
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92
(143,195)
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Foreign Exchange Markets, Order Flows, Technical Trading, Frequency Domain
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8.
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Gencay, Ramazan
Simon Fraser University Gradojevic, Nikola
Lakehead University - Faculty of Business Administration
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17 Jun 09
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Last Revised:
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20 Nov 09
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68
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3
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Cointegration, discrete wavelet transformation, maximum overlap wavelet transformation, energy decomposition, errors-in-variables, persistence
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9.
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Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division
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02 May 09
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Last Revised:
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19 Aug 09
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38
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Foreign exchange, Order flow, Market microstructure, Macroeconomic announcements
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10.
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Kukolj, Dragan
affiliation not provided to SSRN Gradojevic, Nikola
Lakehead University - Faculty of Business Administration Lento, Camillo
Lakehead University
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37
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2008 financial crisis, Parametric option pricing models, Non-parametric option pricing models, modular neural network-fuzzy learning vector quantization (MNN-FLVQ) model
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Records 1 -
10
of 10 matches
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1
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