Authors: Elyasiani, E Kocagil, AE

Citation: E. Elyasiani et Ae. Kocagil, Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data, J BANK FIN, 25(6), 2001, pp. 1161-1186

Authors: Kocagil, AE Swanson, NR Zeng, T

Citation: Ae. Kocagil et al., A new definition for time-dependent price mean reversion in commodity markets, ECON LETT, 71(1), 2001, pp. 9-16