Barbarossa stowage : a study of unit specific stowage during the invasion of Russia '41 from the collection of 8wheels-good

von Ellis, Craig
Veröffentlicht 2010

Does statistical dependence matter? Evidence from the USD/AUD

von Ellis, Craig
Veröffentlicht in Asia Pacific financial markets in comparative perspective (2005)

Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique

von Ellis, Craig
Veröffentlicht in International review of financial analysis (1999)

Modelling the expected value of the classical rescaled adjusted range for long-term dependent series

von Ellis, Craig
Veröffentlicht 1998

Mis-specification in the estimation of the expected rescaled adjusted range statistic : the case versus Peters

von Ellis, Craig
Veröffentlicht 1996

The price of risk

von Ellis, Craig
Veröffentlicht 1999

The economic implications of volatility scaling by the square-root-of-time rule

von Ellis, Craig
Veröffentlicht in Stock market volatility (2009)

Bank "ratings arbitrage" : is LGD a blind spot in economic capital calculations?

von Sundmacher, Maike
Veröffentlicht in International review of financial analysis (2011)

Scaling relationships of Gaussian processes

von Batten, Jonathan A.
Veröffentlicht in Economics letters (2001)

Fractal structures and naive trading systems : evidence from the spot US dollar, Japanese yen

von Batten, Jonathan A.
Veröffentlicht in Japan and the world economy (1996)

Intervention and long term bias : evidence from the spot US dollar, Japanese yen fractal structure

von Batten, Jonathan A.
Veröffentlicht 1995

Another look at the forecast performance of ARFIMA models

von Ellis, Craig
Veröffentlicht in International review of financial analysis (2004)

Economic history of England : a study in social development

von Meredith, Hugh Owen
Veröffentlicht 1958

International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries

von Vo Xuan Vinh
Veröffentlicht in Emerging markets review (2018)

Parameter estimation bias and volatility scaling in Black-Scholes option prices

von Batten, Jonathan A.
Veröffentlicht in International review of financial analysis (2005)

Statistical long-term dependence in currency futures markets

von Batten, Jonathan A.
Veröffentlicht in Advances in Pacific Basin financial markets (1998)

Fractal structures in currency markets : evidence from the spot Australian/US Dollar

von Batten, Jonathan A.
Veröffentlicht in Advances in Pacific Basin financial markets (1996)

An empirical investigation of capital structure and firm value in Vietnam

von Vo Xuan Vinh
Veröffentlicht in Finance research letters (2017)

Scaling laws in variance as a measure of long-term dependence

von Batten, Jonathan A.
Veröffentlicht in International review of financial analysis (1999)

Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds

von Batten, Jonathan A.
Veröffentlicht in International review of financial analysis (2002)