Volume 7; Issue 3

Quantitative Finance

Volume 7; Issue 3
1

Modelling stock price movements: multifractality or multifractionality?

Bianchi, Sergio, Pianese, Augusto
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 446 KB
english, 2007
2

A positive interest rate model with sticky barrier

Kabanov, Yuri, Kijima, Masaaki, Rinaz, Sofiane
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 1.01 MB
english, 2007
4

A simple solution for sticky cap and sticky floor

Baviera†, Roberto
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 192 KB
english, 2007
5

Bayesian analysis of the factor model with finance applications

Lee, Sik-Yum, Poon, Wai-Yin, Song, Xin-Yuan
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 300 KB
english, 2007
6

Overreaction diamonds: precursors and aftershocks for significant price changes

Duran, Ahmet, Caginalp, Gunduz
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 330 KB
english, 2007
7

Financial Pareto ratios

Nadarajah, Saralees, Kotz, Samuel
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 200 KB
english, 2007
8

Country risk and the estimation of asset return distributions

Brooks, Robert, Zhang, Xibin, Bheenick, Emawtee Bissoondoyal
Journal:
Quantitative Finance
Année:
2007
Langue:
english
Fichier:
PDF, 209 KB
english, 2007