Aydin Cecen

Central Michigan University

Mt. Pleasant, MI 48858

United States

SCHOLARLY PAPERS

2

DOWNLOADS

202

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Machines, Memory and the Markov Property in Stock Returns: Deus Ex Machina?

Number of pages: 29 Posted: 05 May 2017
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, University of Wyoming - College of Business - Department of Economics and Finance and Central Michigan University
Downloads 159 (231,136)

Abstract:

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Markov Property, Short Memory, High Frequency Trading, Entropy

2.

High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities

Multinational Finance Journal, Vol. 4, No. 3/4, p. 247-267, 2000
Number of pages: 21 Posted: 08 Jul 2015
Richard Baillie, Aydin Cecen and Young Wook Han
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management, Central Michigan University and Hallym University
Downloads 43 (505,470)

Abstract:

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BDS test, correlation dimension, FIGARCH, high frequency data, intra day periodicity, volatility