Support us in the fight for the freedom of knowledge
Sign the petition
Hide info
books search
books
articles search
articles
Donate
Log In
Log In
to access more features
personal recommendations
Telegram Bot
download history
send to Email or Kindle
manage booklists
save to favorites
Explore
Journals
Contribution
Donate
Litera Library
Donate paper books
Add paper books
Open LITERA Point
Volume 9; Issue 5
Main
Quantitative Finance
Volume 9; Issue 5
Quantitative Finance
Volume 9; Issue 5
1
What pieces of limit order book information matter in explaining order choice by patient and impatient traders?
Pascual, Roberto
,
Veredas, David
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 231 KB
Your tags:
english, 2009
2
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms
J.S. Ramalho, Joaquim
,
da Silva, Jacinto Vidigal
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 218 KB
Your tags:
english, 2009
3
Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals
Chan, Ngai Hang
,
Ng, Chi Tim
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 156 KB
Your tags:
english, 2009
4
Time reversal invariance in finance
Zumbach, Gilles
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 555 KB
Your tags:
english, 2009
5
Capital allocation for credit portfolios with kernel estimators
Tasche, Dirk
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 210 KB
Your tags:
english, 2009
6
Modeling risk in arbitrage strategies using finite mixtures§
Tashman, Adam
,
Frey, Robert J.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 804 KB
Your tags:
english, 2009
7
Portfolio diversification and value at risk under thick-tailedness†
Ibragimov, Rustam
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 273 KB
Your tags:
english, 2009
8
Diffusive behavior and the modeling of characteristic times in limit order executions
Eisler, Zoltán
,
Kertész, János
,
Lillo, Fabrizio
,
Mantegna, Rosario N.
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 918 KB
Your tags:
english, 2009
9
Volatility transmission patterns and terrorist attacks
Chuliá, Helena
,
Climent, Francisco
,
Soriano, Pilar
,
Torró, Hipòlit
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 294 KB
Your tags:
english, 2009
10
A multivariate Lévy process model with linear correlation
Kawai, Reiichiro
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 488 KB
Your tags:
english, 2009
1
Follow
this link
or find "@BotFather" bot on Telegram
2
Send /newbot command
3
Specify a name for your chatbot
4
Choose a username for the bot
5
Copy an entire last message from BotFather and paste it here
×
×
Support us in the fight for the freedom of knowledge
Sign the petition
Hide info
