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Results for Discipline: Economics

  1-10 of 60:1 2 3 4 ... 6 >>
A Cross-Currency Lévy Market Model [journal article]
Author(s): Eberlein, Ernst Wilhelm; Koval, Nataliya
Source: Quantitative Finance, 6 (2006) 6, p. 465-480
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There's more to volatility than volume [journal article]
Author(s): Lillo, Fabrizio; Gillemot, Laszlo; Farmer, J D
Source: Quantitative Finance, 6 (2006) 5, p. 371-384
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Value-at-risk forecasts under scrutiny - the German experience [journal article]
Author(s): Jaschke, Stefan; Stahl, Gerhard; Stehle, Richard
Source: Quantitative Finance, 7 (2007) 6, p. 621-636
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The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises [journal article]
Author(s): Araujo, Tanya Vianna; Lou, Francisco
Source: Quantitative Finance, 7 (2007) 1, p. 63-74
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The momentum effect: Omitted risk factors or investor behaviour? : Some evidence from the Spanish stock market [journal article]
Author(s): Muga, Luis; Santamaría, Rafael
Source: Quantitative Finance, 7 (2007) 6, p. 637-650
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Price Discovery in the Presence of Boundedly Rational Agents [journal article]
Author(s): Keiber, Karl Ludwig
Source: Quantitative Finance, 8 (2008) 3, p. 235-249
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Relation between Bid-Ask Spread, Impact and Volatility in Order-Driven Markets [journal article]
Author(s): Bouchaud, Jean-Philippe; Vettorazzo, Michele; Kockelkoren, Julien; Wyart, Matthieu; Potters, M
Source: Quantitative Finance, 8 (2007) 1, p. 41-57
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Wealth-driven competition in a speculative financial market: examples with maximizing agents [journal article]
Author(s): Anufriev, Mikhail
Source: Quantitative Finance, 8 (2008) 4, p. 363-380
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A Two-Factor Model for the Electricity Forward Market [journal article]
Author(s): Böerger, Reik H.; Kiesel, Rüdiger; Schindlmayr, Gero
Source: Quantitative Finance, 9 (2009) 3, p. 279-287
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Pricing and capital requirements for with profit contracts : modelling considerations [journal article]
Author(s): Ballotta, Laura
Source: Quantitative Finance, 9 (2009) 7, p. 803-817
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  1-10 of 60:1 2 3 4 ... 6 >>