Browsing Finance and Accounting by Author "Yilmaz, Fatih"
Now showing items 1-5 of 5
Issue Date | Title | Author(s) |
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31 December 2011 | A cyclical model of exchange rate volatility | Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih |
1 October 2008 | Day-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 2007 | Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range | Harris, Richard D. F.; Yilmaz, Fatih |
1 September 2009 | A momentum trading strategy based on the low frequency component of the exchange rate | Harris, Richard D. F.; Yilmaz, Fatih |
1 January 2006 | Retrieving Seasonally Adjusted Quarterly Growth Rates from Annual Growth Rates that are Reported Quarterly | Harris, Richard D. F.; Yilmaz, Fatih |