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Volume 14; Issue 7
Main
Quantitative Finance
Volume 14; Issue 7
Quantitative Finance
Volume 14; Issue 7
1
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
Choy, S.T. Boris
,
Chen, Cathy W.S.
,
Lin, Edward M.H.
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 730 KB
Your tags:
english, 2014
2
Extreme dependence for multivariate data
Bosc, Damien
,
Galichon, Alfred
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 973 KB
Your tags:
english, 2014
3
Risk-Return Analysis: The Theory and Practice of Rational Investing
Levy, Haim
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 248 KB
Your tags:
english, 2014
4
Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500
Xidonas, Panos
,
Mavrotas, George
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 931 KB
Your tags:
english, 2014
5
Axiomatization of residual income and generation of financial securities
Ricci, Roberto Ghiselli
,
Magni, Carlo Alberto
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 296 KB
Your tags:
english, 2014
6
Financial instability contagion: a dynamical systems approach
Castellacci, Giuseppe
,
Choi, Youngna
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 568 KB
Your tags:
english, 2014
7
Real-time market microstructure analysis: online transaction cost analysis
Azencott, R.
,
Beri, A.
,
Gadhyan, Y.
,
Joseph, N.
,
Lehalle, C.-A.
,
Rowley, M.
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 2.58 MB
Your tags:
english, 2014
8
On the calibration of distortion risk measures to bid-ask prices
Bannör, Karl F.
,
Scherer, Matthias
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 373 KB
Your tags:
english, 2014
9
On a symmetrization of diffusion processes
Akahori, Jirô
,
Imamura, Yuri
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 183 KB
Your tags:
english, 2014
10
The Kelly growth optimal strategy with a stop-loss rule
Nielsen, M.
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 467 KB
Your tags:
english, 2014
11
An economic evaluation of stock–bond return comovements with copula-based GARCH models
Wu, Chih-Chiang
,
Lin, Zih-Ying
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 455 KB
Your tags:
english, 2014
12
Hawkes model for price and trades high-frequency dynamics
Bacry, Emmanuel
,
Muzy, Jean-François
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 726 KB
Your tags:
english, 2014
13
CLA’s, PLA’s and a new method for pricing general passport options
Buchen, Peter
,
Malloch, Hamish
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 241 KB
Your tags:
english, 2014
14
Inferring fundamental value and crash nonlinearity from bubble calibration
Yan, Wanfeng
,
Woodard, Ryan
,
Sornette, Didier
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 330 KB
Your tags:
english, 2014
15
Calendar
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 321 KB
Your tags:
english, 2014
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