Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 21-30 within 55 documents
Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.221-234
Volatility transmission patterns and terrorist attacks [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.607-619
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
Cash management using multi-stage stochastic programming [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.209-219
Value-at-risk forecasts under scrutiny - the German experience [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.621-636
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382
Multi-asset minority games [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.225-231