Results for Discipline:
Economics
Hits 1-9 within 9 documents
A Multifactor Volatility Heston Model [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.591-604
Optimal approximations of power-laws with exponentials: application to volatility models with long memory [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.585-589
Testing asymmetry in financial time series [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.687-696
Value-at-risk forecasts under scrutiny - the German experience [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.621-636
Local Likelihood Estimators in a Regression Model for Stock Returns [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.619-635
Risk minimization in stochastic volatility models: model risk and empirical performance [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.693-704
Spectral methods for volatility derivatives [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.663-692
A Cross-Currency Lévy Market Model [journal article]
Source: Quantitative Finance, 6 (2006) 6. p.465-480
The momentum effect: Omitted risk factors or investor behaviour? Some evidence from the Spanish stock market [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.637-650