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Preprint Journal Papers Finance and Econometrics

Title:   Non-parameteric Price Momentum Models for Global Equity Index and Currency Markets.

Dias F., Kiraly F. and Peters G.W.

Preprint [SSRN]

Title:   Privacy Aware Incentive Mechanism for Mobile Crowd Sensing.

Koh J.Y., Peters G.W., Leong D., Nevat I. and Wong W.C.

Title:   Dynamic Quantile Function Models.

Wilson Y. Chen, Peters G.W., Richard H. Gerlach and Scott A. Sisson. 

Preprint [SSRN]

Title:   Understanding the Interplay Between Covariance Forecasting Factor Models and Risk Based Portfolio Allocations in Currency Carry Trades.

Ames M., Bagnarosa G., Peters G.W. and Shevchenko P.

Preprint [SSRN]

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