Ramazan Gençay

Professor of Economics

Department of Economics
Simon Fraser University
8888 University Drive
Burnaby, British Columbia, V5A 1S6, Canada
Email: rgencay@sfu.ca

·         Curriculum Vitae


·         Journal:

·         International Review of Finance


·         Books:

·         An Introduction to High-Frequency Finance

·         An Introduction to Wavelets and Other Filtering Methods in Finance and Economics


·         Software:   

·         R Package for Multi-scale tests for Serial Correlation

·         Wavelet Unit Root Test Codes for R and SPlus

·         Asymmetric Vertical Volatility Codes (Wavelet-Based Hidden Markov Trees)

·         Lyapunov Exponents Estimation Codes

·         Extreme Value Estimation Codes



·         Return to the Simon Fraser University homepage.


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