Ramazan Gençay

Professor of Economics

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

• Finance Research Letters
• Books
• Papers
• Curriculum Vitae
• An Introduction to High-Frequency Finance
• An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
• Download Lyapunov Exponents Estimation Programs
• Download Extreme Value Estimation Programs
• Download Wavelet-Based Hidden Markov Tree Estimation Programs
• Download Wavelet Unit Root Test Programs

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