“...This article reconsiders the nature of the trends (i.e. deterministic or stochastic) of the Nelson-Plosser macroeconomic time series. For this purpose, the...”

“...It is well known that a linear model may forecast better than a nonlinear one, even when the nonlinear model is consistent with the actual data-generating...”

“...The present article uses a sample of only 66 US dollar-trading newcits to find that the adjusted risk performance of some of the strategies employed by UCITS...”

“...Purpose - The purpose of this paper is to propose that simple measures of linear association are unable to capture accurately the dependence between the...”

“...Can investors select winning funds of hedge funds (FOFs) by merely assuming a simple trading strategy? Can historical information present insight on future...”

“...Congestion is often used in the operations area to investigate the excessive effect of inputs on outputs. In finance, and more specifically in the derivatives...”

“...This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it...”