Nick Constantinou

Publication Activity (10 Years)

Years Active: 2011-2015
Publications (10 Years): 0

Top Topics

Long Range Correlations

Top Venues

Math. Comput. Simul.

Appl. Math. Lett.

Intell. Syst. Account. Finance Manag.

Publications

Hengxu Wang, John G. O'Hara, Nick Constantinou
A path-independent approach to integrated variance under the CEV model. Math. Comput. Simul. 109 (2015)
Neil Rayner, Steve Phelps, Nick Constantinou
Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets. AI Commun. 27 (4) (2014)
Siti Nur Iqmal Ibrahim, John G. O'Hara, Nick Constantinou
Risk-neutral valuation of power barrier options. Appl. Math. Lett. 26 (6) (2013)
Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou
Periodicities of Foreign Exchange Markets and the Directional Change Power Law. Intell. Syst. Account. Finance Manag. 20 (3) (2013)
Neil Rayner, Steve Phelps, Nick Constantinou
Learning is neither sufficient nor necessary: a dynamic agent-based model of long memory in financial markets. ICEC (2011)
Neil Rayner, Steve Phelps, Nick Constantinou
Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. AMEC/TADA (2011)