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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara
- In:
Review of quantitative finance and accounting
28
(
2007
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
Saved in:
2
Bootstrap tests for multivariate event studies
Chou, Pin-huang
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 275-290
Persistent link: https://www.econbiz.de/10002418441
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3
Stock price distributions and news : evidence from index options
Steeley, James M.
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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4
Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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5
A model for stock market returns : non-Gaussian fluctuations and financial factors
Craven, B. D.
;
Islam, Sardar M. N.
- In:
Review of quantitative finance and accounting
30
(
2008
)
4
,
pp. 355-370
Persistent link: https://www.econbiz.de/10003711385
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6
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
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7
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
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8
Multiday expected shortfall under generalized t distributions : evidence from global stock market
Iqbal, Robina
;
Sorwar, Ghulam
;
Baker, Rose
;
Choudhry, Taufiq
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 803-825
Persistent link: https://www.econbiz.de/10012304001
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9
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
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10
Measuring investment risk on tail thickness
Dargahi-Noubary, G. R.
;
Smith, Steven
- In:
Review of quantitative finance and accounting
16
(
2001
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10001748004
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