Results for Discipline:
Basic Research, General Concepts and History of Economics
Hits 11-20 within 25 documents
Unexpected volatiltiy and intraday serial correlation [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.465-475
A multi-factor jump-diffusion model for commodities [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.181-200
A new Technique for Calibrating Stochastic Volatility Models: The Malliavin Gradient Method [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.147-158
The robustness of modified unit root tests in the presence of GARCH [journal article]
Source: Quantitative Finance, 6 (2006) 4. p.359-363
Testing asymmetry in financial time series [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.687-696
Multi-asset minority games [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.225-231
An empirical analysis of multivariate copula models [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.839-854
Local Likelihood Estimators in a Regression Model for Stock Returns [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.619-635
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
Black-Scholes theory for an underlying with multiple attractors [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.453-457