The dynamic influence of advanced stock market risk on international crude...
Quantitative Finance, Volume 11, Issue 7, Page 967-978, 01Jul2011.
View ArticleLong-term strategic asset allocation with inflation risk and regime switching
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleCharacterizing heteroskedasticity
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View ArticleThe euro's impacts on the smooth transition dynamics of stock market...
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View ArticleInflation breakeven in the Jarrow and Yildirim model and resulting pricing...
Quantitative Finance, Volume 0, Issue 0, Page 1-22, Ahead of Print.
View ArticleNew analytical option pricing models with WeylâTitchmarsh theory
Quantitative Finance, Volume 0, Issue 0, Page 1-8, Ahead of Print.
View ArticleModeling the distribution of day-ahead electricity returns: a comparison
Quantitative Finance, Volume 0, Issue 0, Page 1-15, Ahead of Print.
View ArticleFirm characteristics, alternative factors, and asset-pricing anomalies:...
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleSwap rate variance swaps
Quantitative Finance, Volume 0, Issue 0, Page 1-13, Ahead of Print.
View ArticleMeasuring large comovements in financial markets
Quantitative Finance, Volume 0, Issue 0, Page 1-13, Ahead of Print.
View ArticleEffects of skewness and kurtosis on portfolio rankings
Quantitative Finance, Volume 0, Issue 0, Page 1-5, Ahead of Print.
View ArticleNumerical option pricing in the presence of bubbles
Quantitative Finance, Volume 0, Issue 0, Page 1-4, Ahead of Print.
View ArticleAn approximate distribution of delta-hedging errors in a jump-diffusion model...
Quantitative Finance, Volume 0, Issue 0, Page 1-23, Ahead of Print.
View ArticlePredicting stock price movements: an ordered probit analysis on the...
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleThe kth default time distribution and basket default swap pricing
Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleGARCH options via local risk minimization
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleOption pricing for GARCH-type models with generalized hyperbolic innovations
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleMortgage valuation: a quasi-closed-form solution
Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleStochastic volatility models including open, close, high and low prices
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleVaR limits for pension funds: an evaluation
Quantitative Finance, Volume 0, Issue 0, Page 1-10, Ahead of Print.
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