Search Results - isPartOf:"Quantitative Finance and Economics"

An intrinsic robust rank-one-approximation approach for currency portfolio optimization

Huang, Hongxuan; Zhang, Zhengjun - In: Quantitative finance and economics 2 (2018) 1, pp. 160-189

Persistent link: https://www.econbiz.de/10012137919

A new equilibrium trading model with asymmetric information

Bao, Lianzhang; Zhao, Guangliang; Jin, Zhuo - In: Quantitative finance and economics 2 (2018) 1, pp. 217-229

Persistent link: https://www.econbiz.de/10012137920

Comparison: binomial model and black scholes model

Dar, Amir Ahmad; Anuradha, N. - In: Quantitative finance and economics 2 (2018) 1, pp. 230-245

Persistent link: https://www.econbiz.de/10012137923

Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260

Persistent link: https://www.econbiz.de/10012137937

PIIGS in and out of sync : the changing face of financial business cycle synchronization in Europe

Tsalas, Andreas; Monokroussos, Platon - In: Quantitative finance and economics 2 (2018) 1, pp. 261-278

Persistent link: https://www.econbiz.de/10012137941

Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles

Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - 2017

We inspect the price volatility before, during, and after financial asset bubbles in order to uncover possible commonalities and check empirically whether volatility might be used as an indicator or an early warning signal of an unsustainable price increase and the associated crash. Some...

Persistent link: https://www.econbiz.de/10011762277

Further evidence on the usefulness of real-time datasets for economic forecasting

Fernández, Andrés; Swanson, Norman R. - In: Quantitative finance and economics 1 (2017) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10012137708

Evidence of a bimodal US GDP growth rate distribution : a wavelet approach

Lera, Sandro C.; Sornette, Didier - In: Quantitative finance and economics 1 (2017) 1, pp. 26-43

Persistent link: https://www.econbiz.de/10012137716

Modeling business cycle with financial shocks basing on Kaldor-Kalecki model

Li, Zhenghui; Wang, Zhenzhen; Huang, Zhehao - In: Quantitative finance and economics 1 (2017) 1, pp. 44-66

Persistent link: https://www.econbiz.de/10012137732

Can Jane get a mortgage loan? : depends on when and where

Antoniades, Alexis; Marafi, Fatma - In: Quantitative finance and economics 1 (2017) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10012137737