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Quantitative finance and economics
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Quantitative Finance and Economics
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Quantitative Finance and Economics 2 (2), pp. 468-496 (2018)
1
Quantitative Finance and Economics, 2 (1), 486-594 (2018)
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Complexity, big data and financial stability
Mertzanis, Charilaos
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 637-660
Persistent link: https://www.econbiz.de/10012156820
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202
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
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203
Style investing and the ICAPM
Stutzer, Michael J.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 702-716
Persistent link: https://www.econbiz.de/10012156833
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204
Ruin probabilities for a double renewal risk model with frequent premium arrivals
Konstantinides, Dimitrios G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 717-732
Persistent link: https://www.econbiz.de/10012156842
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205
Diversification benefits in energy, metal and agricultural commodities for Islamic investors : evidence from multivariate GARCH approach
Buerhan Saiti
;
Dahiru, Abdulnasir
;
Yumusak, Ibrahim Guran
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 733-756
Persistent link: https://www.econbiz.de/10012156848
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206
The information content of the stock and bond return correlation
McMillan, David G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
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207
Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier
;
Cauwels, Peter
;
Smilyanov, Georgi
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
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208
On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models
Velinov, Anton
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 106-126
Persistent link: https://www.econbiz.de/10012137899
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209
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
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210
The memory of volatility
Wenger, Kai R.
;
Leschinski, Christian H.
;
Sibbertsen, …
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 137-159
Persistent link: https://www.econbiz.de/10012137903
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