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Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin - In: Quantitative finance 22 (2022) 3, pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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Effects of a government subsidy and labor flexibility on portfolio selection and retirement
Park, Kyunghyun; Lee, Hyoseob; Shin, Yong Hyun - In: Quantitative finance 21 (2021) 6, pp. 967-989
Persistent link: https://www.econbiz.de/10012515628
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Predicting corporate bankruptcy using the framework of Leland-Toft : evidence from U.S.
Charalambous, Chris; Martzoukos, Spiros A.; … - In: Quantitative finance 20 (2020) 2, pp. 329-346
Persistent link: https://www.econbiz.de/10012194869
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Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
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Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua; Zhao, Ran - In: Quantitative finance 23 (2023) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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Risk factor aggregation and stress testing
Packham, Natalie - In: Quantitative finance 24 (2024) 9, pp. 1327-1340
Persistent link: https://www.econbiz.de/10015196926
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Detecting bubbles via FDR and FNR based on calibrated p-values
Genoni, Giulia; Quatto, Piero; Vacca, Gianmarco - In: Quantitative finance 24 (2024) 10, pp. 1463-1491
Persistent link: https://www.econbiz.de/10015196936
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Revisiting elastic string models of forward interest rates
Le Coz, Victor; Bouchaud, Jean-Philippe - In: Quantitative finance 24 (2024) 11, pp. 1561-1578
Persistent link: https://www.econbiz.de/10015196945
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Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika; Wang, Chao; Gerlach, Richard; … - In: Quantitative finance 24 (2024) 12, pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
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Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho; Ryu, Doojin; Webb, Robert I. - In: Quantitative finance 18 (2018) 9, pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204