Concepedia

Chandra Gulati

CG

Statistics

Publications

8

Citations

286

H-Index

8

Active since

1981

Affiliations

University of Wollongong(Current)

Chandra Gulati is an author at University of Wollongong specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsFinanceBusinessEconomicsProbabilityTradeRandom WalksMarket DesignEconomic Analysis

Publications per year

1981–2010

8

Publications

8

Loss protection in pairs trading through minimum profit bounds: A cointegration approach

Yan‐Xia Lin, Michael McCrae, Chandra Gulati · Journal of Applied Mathematics and Decision Sciences · 2006 · 86 citations · Full text

Trade, Pairs Trading, Market Design +19

ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS

Qiying Wang, Yan‐Xia Lin, Chandra Gulati · Econometric Theory · 2003 · 67 citations

General Fractional Processes, Engineering, Fractional-order System +9

Asymptotics for moving average processes with dependent innovations

Qiying Wang, Yan‐Xia Lin, Chandra Gulati · Statistics & Probability Letters · 2001 · 35 citations

Engineering, Dependent Innovations, Stochastic Processes +3

Can cointegration‐based forecasting outperform univariate models? An application to Asian exchange rates

Michael McCrae, Yan‐Xia Lin, Daniel Pavlik et al. · Journal of Forecasting · 2002 · 27 citations

Forecasting Methodology, Engineering, Long‐term Forecasting +18

Finding the Optimal Pre-Set Boundaries for Pairs Trading Strategy Based on Cointegration Technique

Heni Puspaningrum, Yan‐Xia Lin, Chandra Gulati · Journal of Statistical Theory and Practice · 2010 · 26 citations

Economics, Optimal Pre-set Boundaries, Trade +9

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