Volume 15; Issue 6

Quantitative Finance

Volume 15; Issue 6
1

Predicting abnormal returns from news using text classification

Luss, Ronny, D’Aspremont, Alexandre
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 626 KB
english, 2015
2

Jump robust two time scale covariance estimation and realized volatility budgets

Boudt, Kris, Zhang, Jin
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 726 KB
english, 2015
3

Two-step methods in VaR prediction and the importance of fat tails

Ergen, Ibrahim
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 326 KB
english, 2015
5

Using information quality for volatility model combinations

Golosnoy, Vasyl, Okhrin, Yarema
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 434 KB
english, 2015
7

Structural breaks and portfolio performance in global equity markets

Turtle, Harry J., Zhang, Chengping
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 878 KB
english, 2015
8

Asset Management: A Systematic Approach to Factor Investing

Anderson, Robert M.
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 419 KB
english, 2015
10

Limited information-processing capacity and asymmetric stock correlations

Ceylan, Ozcan
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 326 KB
english, 2015
12

Calendar

Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 223 KB
english, 2015
13

Corrigendum

Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 245 KB
english, 2015