Narrow search
Showing 1 - 10 of 48
Cover Image
Forecasting and trading high frequency volatility on large indices
Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Cover Image
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Cover Image
Special issue on the 23rd Forecasting Financial Markets Conference
Forecasting Financial Markets Conference <23.> - 2018
Persistent link: https://www.econbiz.de/10011910900
Cover Image
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo; Bormetti, Giacomo; Bouchaud, … - In: Quantitative finance 18 (2018) 6, pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
Cover Image
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - In: Quantitative finance 18 (2018) 8, pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Cover Image
Election predictions as martingales : an arbitrage approach
Taleb, Nassim Nicholas - In: Quantitative finance 18 (2018) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10011905812
Cover Image
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Quantitative finance 18 (2018) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Cover Image
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard; Perron, Pierre - In: Quantitative finance 18 (2018) 3, pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Cover Image
Empirical comparison of hazard models in predicting SMEs failure
Gupta, Jairaj; Gregoriou, Andros; Ebrahimi, Tahera - In: Quantitative finance 18 (2018) 3, pp. 437-466
Persistent link: https://www.econbiz.de/10011906393
Cover Image
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe; Hasim, Haslifah Mohamad - In: Quantitative finance 21 (2021) 11, pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799