Quantitative Finance

Bringing economics into the laboratory
pp. C58-C60(3)
Author: Chapman, Tim

Breaking down barriers
pp. C61-C62(2)
Author: Shreve, Steven

Innovations in trading strategies
pp. C63-C74(12)
Author: Nelken, Izzy

Simple trend-following strategies in currency trading
pp. C75-C77(3)
Author: James, Jessica

Taking the pulse of the economy
pp. C78-C82(5)
Author: Struzik, Zbigniew

Calendar
pp. C83-C83(1)

Testing the Gaussian copula hypothesis for financial assets dependences
pp. 231-250(20)
Authors: Malevergne, Y; Sornette, D

Testing the Gaussian copula hypothesis for financial assets dependences
pp. 231-250(20)
Authors: Y. Malevergne; D. Sornette

The zero-capital approach to portfolio enhancement and overlay management
pp. 251-261(11)
Author: Bowden, Roger

The zero-capital approach to portfolio enhancement and overlay management
pp. 251-261(11)
Author: R.J. Bowden

GARCH model selection criteria
pp. 262-284(23)
Authors: Mitchell, Heather; Mckenzie, Michael

GARCH model selection criteria
pp. 262-284(23)
Authors: H. Mitchell; M.D. McKenzie

Vol-Bond: an analytical solution
pp. 285-287(3)
Author: Baviera, Roberto

Vol-Bond: an analytical solution
pp. 285-287(3)
Author: R. Baviera

One-state variable binomial models for European-/American-style geometric Asian options
pp. 288-295(8)
Author: Dai, Min

One-state variable binomial models for European-/American-style geometric Asian options
pp. 288-295(8)
Author: M. Dai

The emergence of temporal correlations in a study of global economic interdependence
pp. 296-305(10)
Authors: Friedman, Eric; Johnson, Simon; Landsberg, A

The emergence of temporal correlations in a study of global economic interdependence
pp. 296-305(10)
Authors: E.J. Friedman; S. Johnson; A.S. Landsberg

Risk trading, network topology and banking regulation
pp. 306-319(14)
Authors: Thurner, Stefan; Hanel, Rudolf; Pichler, Stefan

Risk trading, network topology and banking regulation
pp. 306-319(14)
Authors: S. Thurner; R. Hanel; S. Pichler

Market heterogeneities and the causal structure of volatility
pp. 320-331(12)
Authors: Lynch, Paul; Zumbach, Gilles

Market heterogeneities and the causal structure of volatility
pp. 320-331(12)
Authors: P.E. Lynch; G.O. Zumbach

Value at risk linear exponent (VARLINEX) forecasts
pp. 332-344(13)
Authors: Knight, John; Satchell, Stephen; Wang, Guoqiang

Value at risk linear exponent (VARLINEX) forecasts
pp. 332-344(13)
Authors: J. Knight; S. Satchell; G. Wang

Stocks, bonds and the investment horizon: a test of time diversification on the French market
pp. 345-351(7)
Author: Sanfilippo, Gilles

Stocks, bonds and the investment horizon: a test of time diversification on the French market
pp. 345-351(7)
Author: G. Sanfilippo