| Intraday statistical properties of Eurofutures G Ballocchi, M Dacorogna, R Gencay, B Piccinato Derivatives Quarterly 6 (2), 28-44, 1999 | 25 | 1999 |
| An introduction to high-frequency finance UA Müller, MM Dacorogna, R Gençay, R Olsen, O Pictet San Diego: Academic Press, 2001 | 20 | 2001 |
| Handbook of empirical economics and finance S Fagan, R Gençay, A Ullah, D Giles Chapter An introduction to textual econometrics, 2011 | 6 | 2011 |
| A test of structural change of unknown location with wavelets R Gençay, E Yazgan, H Ozkan Technical report, Department of Economics, Simon Fraser University, 2012 | 2 | 2012 |
| International Chaos? University of Guelph. Department of Economics, T Stengos, R Gencay, ... | 2 | 1988 |
| 2010-2011 Visiting Fellows R Gencay Universiteit van Amsterdam, 2011 | | 2011 |
| www. elsevier. com/locate/frl C Alegria, E Bayraktar, S Bhattacharyya, P Carr, S Chava, S Cheng, ... Finance Research Letters 5, 246, 2008 | | 2008 |
| Editorial for" Challenge" R Gençay, S Bhattacharyya, T Whited, A Yaron Finance Research Letters 5 (1), 1-1, 2008 | | 2008 |
| A close look at market microstructure An Introduction to High-Frequency Finance MM Dacorogna, R Gencay, U Muller, RB Olsen, OV Pictet QUANTITATIVE FINANCE 3, C23-C25, 2003 | | 2003 |
| The Predictability of Security Returns with Simple Technical Trading Rules', Journal of Empirical Finance, 5 (4), October, 347-59 R Gencay INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN ECONOMICS 146 (2), 473-485, 2002 | | 2002 |
| Algorithm for the N-Lyapunov exponents of an N-dimensional unknown dynamical system [1710-47] WD Dechert, R Gencay PROCEEDINGS-SPIE THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING, 382-382, 1992 | | 1992 |
| Valuation of Collateral In Securities Settlement Systems for Extreme Market Events A Garcia | | |
