Gencay, Ramazan and Selcuk, Faruk and Whitcher, Brandon (2004): Information flow between volatilities across time scales.
Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.
Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets.
Fagan, Stephen and Gencay, Ramazan (2008): Liquidity-Induced Dynamics in Futures Markets.
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