Browsing Finance and Accounting by Author "Yilmaz, Fatih"

Now showing items 1-5 of 5

    Issue DateTitleAuthor(s)
    31 December 2011A cyclical model of exchange rate volatility  Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih
    1 October 2008Day-of-the-month effects in the performance of momentum trading strategies in the foreign exchange market  Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih
    1 October 2007Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range  Harris, Richard D. F.; Yilmaz, Fatih
    1 September 2009A momentum trading strategy based on the low frequency component of the exchange rate  Harris, Richard D. F.; Yilmaz, Fatih
    1 January 2006Retrieving Seasonally Adjusted Quarterly Growth Rates from Annual Growth Rates that are Reported Quarterly  Harris, Richard D. F.; Yilmaz, Fatih