A single-blind controlled competition among tests for nonlinearity and chaos von Barnett, William A., Gallant, A.Ronald, Hinich, Melvin J., Jungeilges, Jochen A., Kaplan, Daniel T., Jensen, Mark J.

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Asset price dynamics in a “bull and bear market” von Jungeilges, Jochen, Maklakova, Elena, Perevalova, Tatyana

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Information Asymmetry and Performance of Technical Analysis During Times of Crises in Scandinavian Markets von Kjeldsen, Thomas Løining, Endresen, Trym Løvmo

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Market Spillovers in the EU Emissions Trading System and Energy markets: A Connectedness Approach von Fonacier, Rex Tim Matthew A., Nordbotten, Sander Østby

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Quantilograms: Concept and use in empirical finance von Rasmussen, Stian

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A Hybrid Model for Analyzing the Effect of the Carbon Border Adjustment Mechanism on the Historical Volatility of the EU ETS von Huseby, Eivind Rytter, Longnes, Alexander Rosåsen

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Information Asymmetry and Performance of Technical Analysis During Times of Crises in Scandinavian Markets von Endresen, Trym Løvmo, Kjeldsen, Thomas Løining

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Stochastic sensitivity of bull and bear states von Jungeilges, Jochen, Maklakova, Elena, Perevalova, Tatyana

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The Relationship between the EU ETS and Energy Commodities under Extreme Market Conditions von Fodstad, Sofie Skau, Levang, Athena Cassandra Haver

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A Wavelet Analysis of the Bitcoin-Hashrate Nexus Accounting for the Effects of Energy Commodities von Farstad, Herman, Patricksson, Axel William

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A Wavelet Analysis of the Bitcoin- Hashrate Nexus Accounting for the Effects of Energy Commodities von Farstad, Herman, Patricksson, Axel William

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The Relationship between the EU ETS and Energy Commodities under Extreme Market Conditions von Levang, Athena Cassandra Haver, Fodstad, Sofie Skau

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Predicting Bitcoin Returns Using Artificial Neural Networks - An Application of Large Datasets to Convolutional Neural Networks and Long Short-Term Memory Based Artificial Neural N... von Lindestad, Daniel

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Dynamics of a minimal consumer network with uni-directional influence von Ekaterinchuk, Ekaterina, Jungeilges, Jochen, Ryazanova, Tatyana, Sushko, Iryna

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Noise-induced transitions in a stochastic Goodwin-type business cycle model von Jungeilges, Jochen, Ryazanova, Tatyana

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Market Timing Using Artificial Neural Networks von Meselu, Daniel Debbasu, Charles, Jeffrey Benjamin

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Market Timing Using Artificial Neural Networks von Charles, Jeffrey Benjamin, Meselu, Daniel Debbasu

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Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size von Barnett, William A., Ronald Gallant, A., Hinich, Melvin J., Jungeilges, Jochen A., Kaplan, Daniel T., Jensen, Mark J.

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A comparative study of equity judgements in Lithuania and Norway von Jungeilges, Jochen A., Theisen, Theis

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State dependence in sequential equity judgements von Jungeilges, J. A., Theisen, T.

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