Researchers



Results 21-40 of 47
Issue DateTitleAuthor(s)TypeМp-cat.
2015Informed traders’ arrival in foreign exchange markets: Does geography matter?Gençay, Ramazan; Gradojević, Nikola  ; Olsen, Richard; Selçuk, FarukArticle
22M22
2015Multi-criteria classification for pricing European optionsGradojević, Nikola  Article
22M22
2015High-Frequency Technical Trading: Insights for PractitionersGradojević, Nikola  ; Lento CBook parts
Mp. category will be shown later
2014Foreign exchange customers and dealers: Who’s driving whom?Gradojević, Nikola  Article
22M22
2013The Effectiveness of Option Pricing Models During Financial CrisesLento, Camillo; Gradojevic, Nikola  Book parts
Mp. category will be shown later
2013Causality between regional stock markets: A frequency domain approachGradojević, Nikola  ; Dobardzic, Eldin  Article
22M22
2013Private information and its origins in an electronic foreign exchange marketGençay, Ramazan; Gradojević, Nikola  Article
22M22
2013Fuzzy logic, trading uncertainty and technical tradingGradojević, Nikola  ; Gençay, RamazanArticle
21aM21a
2012Frequency domain analysis of foreign exchange order flowsGradojević, Nikola  Article
22M22
2012Improving non-parametric option pricing during the financial crisisKukolj, Dragan  ; Gradojević, Nikola  ; Lento, CamilloConference Paper
Mp. category will be shown later
2011Errors-in-variables estimation with waveletsGençay, Ramazan; Gradojević, Nikola  Article
23M23
2011Parametric option pricing: A divide-and-conquer approachGradojevic, Nikola  ; Kukolj, Dragan  Article
21aM21a
2011Financial Applications of Nonextensive Entropy [Applications Corner]Gradojević, Nikola  ; Gençay, RamazanArticle
21a+M21a+
2010Crash of '87 — Was it expected?Gençay, Ramazan; Gradojević, Nikola  Article
22M22
2010Random Walk Theory and Exchange Rate Dynamics in Transition EconomiesGradojević, Nikola  ; Đaković, Vladimir  ; Anđelić, Goran  Article
23M23
2010Option Pricing by Fuzzy Logic Based Signal ProcessingKukolj, Dragan D.  ; Nikola Gradojevic  Conference Paper
Mp. category will be shown later
2010Asymmetry of information flow between volatilities across time scalesGençay, Ramazan; Gradojević, Nikola  ; Selçuk∥, Faruk; Whitcher, BrandonArticle
22M22
2010The Electronic Law of One Price (eLOP)Lento, Camillo; Serenko, Alexander; Gradojevic, Nikola  ; Booker, Lorne; Yol, SertBook parts
Mp. category will be shown later
2009Option Pricing With Modular Neural NetworksGradojevic, Nikola  ; Gencay, Ramazan; Kukolj, Dragan D  Article
21a+M21a+
2009Revisiting non-parametric exchange rate predictionGradojevic, N.  ; Carie, M.Article
Mp. category will be shown later