Vitaliy Vandrovych

State Street Global Advisors, ARC

Senior Quantitative Research Analyst

20 Churchill Place

Canary Wharf

London, London E14 5HJ

United Kingdom

State Street Global Advisors, Advanced Research Center

Quantitative research analyst

State Street Financial Center

One Lincoln Street

Boston, MA 02111

United States

SCHOLARLY PAPERS

2

DOWNLOADS

425

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Nonlinearities in Exchange-Rate Dynamics: Chaos?

Number of pages: 55 Posted: 18 Nov 2006
Vitaliy Vandrovych
State Street Global Advisors, ARC
Downloads 248 (123,145)
Citation 1

Abstract:

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Exchange rate dynamics, chaos, correlation dimension, Lyapunov exponents, BDS test

2.

Hedge Funds and the Origins of Private Information in Currency Markets

Number of pages: 30 Posted: 10 Oct 2009
Carol L. Osler and Vitaliy Vandrovych
Brandeis University - International Business School and State Street Global Advisors, ARC
Downloads 177 (169,583)
Citation 5

Abstract:

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microstructure, exchange rates, asymmetric information