Volume 3; Issue 4

Quantitative Finance

Volume 3; Issue 4
1

Simple trend-following strategies in currency trading

Year:
2003
Language:
english
File:
PDF, 91 KB
english, 2003
2

GARCH model selection criteria

Year:
2003
Language:
english
File:
PDF, 273 KB
english, 2003
3

Testing the Gaussian copula hypothesis for financial assets dependences

Year:
2003
Language:
english
File:
PDF, 440 KB
english, 2003
4

The zero-capital approach to portfolio enhancement and overlay management

Year:
2003
Language:
english
File:
PDF, 293 KB
english, 2003
5

Vol-Bond: an analytical solution

Year:
2003
Language:
english
File:
PDF, 182 KB
english, 2003
7

Innovations in trading strategies

Year:
2003
Language:
english
File:
PDF, 971 KB
english, 2003
8

Risk trading, network topology and banking regulation

Year:
2003
Language:
english
File:
PDF, 467 KB
english, 2003
10

Taking the pulse of the economy

Year:
2003
Language:
english
File:
PDF, 648 KB
english, 2003
11

Calendar

Year:
2003
Language:
english
File:
PDF, 186 KB
english, 2003
12

One-state variable binomial models for European-/American-style geometric Asian options

Year:
2003
Language:
english
File:
PDF, 234 KB
english, 2003
13

Market heterogeneities and the causal structure of volatility

Year:
2003
Language:
english
File:
PDF, 928 KB
english, 2003
14

Bringing economics into the laboratory

Year:
2003
Language:
english
File:
PDF, 591 KB
english, 2003
15

Breaking down barriers

Year:
2003
Language:
english
File:
PDF, 8.66 MB
english, 2003
16

Value at risk linear exponent (VARLINEX) forecasts

Year:
2003
Language:
english
File:
PDF, 520 KB
english, 2003