Publisher: Routledge Ltd
Founded in: 2001
Total resources: 87
E-ISSN: 1469-7696
ISSN: 1469-7688
Subject: F Economic
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance
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The Kelly growth optimal strategy with a stop-loss rule
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
By Choy S.T. Boris,Chen Cathy W.S.,Lin Edward M.H. in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.Risk-Return Analysis: The Theory and Practice of Rational Investing
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.Hawkes model for price and trades high-frequency dynamics
By Bacry Emmanuel,Muzy Jean-François in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.By Xidonas Panos,Mavrotas George in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.An economic evaluation of stock–bond return comovements with copula-based GARCH models
By Wu Chih-Chiang,Lin Zih-Ying in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.On the calibration of distortion risk measures to bid-ask prices
By Bannör Karl F.,Scherer Matthias in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.Inferring fundamental value and crash nonlinearity from bubble calibration
By Yan Wanfeng,Woodard Ryan,Sornette Didier in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.Financial instability contagion: a dynamical systems approach
By Castellacci Giuseppe,Choi Youngna in (2014)
Quantitative Finance , Vol. 14, Iss. 7, 2014-07 , pp.