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Munich Personal RePEc Archive

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Number of items: 4.

October 2004

Gencay, Ramazan and Selcuk, Faruk and Whitcher, Brandon (2004): Information flow between volatilities across time scales.

February 2007

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.

9 January 2008

Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.

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