Juliana Caicedo-Llano

发表

Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions

G. Tzagkarakis, T. Dionysopoulos, Juliana Caicedo-Llano, 2015, Computational Economics.

Sparse Modeling of Volatile Financial Time Series Via Low-Dimensional Patterns Over Learned Dictionaries

George Tzagkarakis, Thomas Dionysopoulos, Juliana Caicedo-Llano, 2016, Algorithmic Finance.

Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions

George Tzagkarakis, Thomas Dionysopoulos, Juliana Caicedo-Llano, 2015, Computational Economics.

Co-movements of international equity markets: a large-scale factor model approach

C. Bruneau, Juliana Caicedo-Llano, 2009 .

Market Integration: A Risk Budgeting Guide for Pure Alpha Investors

T. Dionysopoulos, Juliana Caicedo-Llano, 2006 .

Forecasting changes in equity risk premia of international markets: An error correction approach

Juliana Caicedo-Llano, 2009 .

Predictors of Stock Returns in Emerging Equity Markets

T. Dionysopoulos, Juliana Caicedo-Llano, 2007 .

European equity fund managers: luck or skill?!

Juliana Caicedo-Llano, Enareta Kurtbegu, 2014 .

Bootstrap Analysis for Asian REIT's Portfolios

Juliana Caicedo-Llano, Enareta Kurtbegu, 2015 .

Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis

G. Tzagkarakis, T. Dionysopoulos, Juliana Caicedo-Llano, 2013 .