Deniz Erdemlioglu

Discipline

Economies and finances (3) Management (1)

Type

Articles (8)

Co-author

Date

Source

Keyword

State, The (6) administration (5) show (5) market (5) Social sciences (5) Political science (5) Management (5) Administrative law (5) Administration of estates (5) Administration (5) Administration (5) paper (4) Dynamics (4) Paper (4) Business (4) Properties (4) risk (3) approach (3) Time (3) Stocks (3) Stockholders (3) Risk (3) Evidence (3) Dynamics (3) Capitalists and financiers (3) Size (3) volatility (2) time (2) test (2) stress (2)

Documents written by Deniz Erdemlioglu (8) | is about Deniz Erdemlioglu (0)

A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Nikola Gradojevic et al. (Feb, 2020)
Heterogeneous investment horizons, risk regimes, and realized jumps
Deniz Erdemlioglu et al. (Jan 6, 2020)
Long-term asset allocation, risk tolerance and market sentiment
Deniz Erdemlioglu et al. (Sep, 2019)
Multiple channels of financial contagion: An empirical analysis of stock price dynamics
Stefano Nasini et al. (2019)
Multiple channels of financial contagion: an empirical analysis of stock price dynamics
Stefano Nasini et al. (2019)
Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey et al. (Jan, 2018)
Informativeness of trade size in foreign exchange markets
Nikola Gradojevic et al. (Jan, 2017)
Which continuous-time model is most appropriate for exchange rates?
Deniz Erdemlioglu et al. (Dec, 2015)