Quantitative Finance and Economics

Quantitative Finance and Economics

Search Advanced

2017 Volume 1, Issue 4

Research article Special Issue

Volatility as an Alternative Asset Class: Does It Improve Portfolio Performance?

Elvira Caloiero, Massimo Guidolin

2017, Volume 1, Issue 4: 334-362. doi: 10.3934/QFE.2017.4.334

Abstract

HTML

PDF Cited (3) Viewed (5515)

Research article Special Issue

Testing the Lag Structure of Assets' Realized Volatility Dynamics

Francesco Audrino, Lorenzo Camponovo, Constantin Roth

2017, Volume 1, Issue 4: 363-387. doi: 10.3934/QFE.2017.4.363

Abstract

HTML

PDF Cited (7) Viewed (5691)

Research article Special Issue

US Implied Volatility as A predictor of International Returns

Mehmet F. Dicle

2017, Volume 1, Issue 4: 388-402. doi: 10.3934/QFE.2017.4.388

Abstract

HTML

PDF Viewed (4901)

Research article Special Issue

Market Value Volatility and the Volume of Traded Stock for U.S. Industrial Corporations

James P. Gander

2017, Volume 1, Issue 4: 403-410. doi: 10.3934/QFE.2017.4.403

Abstract

HTML

PDF Viewed (4106)

Research article Special Issue

Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach

Joanna Olbrys, Elzbieta Majewska

2017, Volume 1, Issue 4: 411-427. doi: 10.3934/QFE.2017.4.411

Abstract

HTML

PDF Cited (10) Viewed (5774)

Research article Special Issue

How do Economic Growth Asymmetry and Inflation Expectations Affect Fisher Hypothesis and Fama’s Proxy Hypothesis?

Yuan-Ming Lee, Kuan-Min Wang

2017, Volume 1, Issue 4: 428-453. doi: 10.3934/QFE.2017.4.428

Abstract

HTML

PDF Cited (2) Viewed (6743)

Research article Special Issue

The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods

Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli

2017, Volume 1, Issue 4: 454-473. doi: 10.3934/QFE.2017.4.454

Abstract

HTML

PDF Cited (5) Viewed (5249)

Research article Special Issue

Volatility Analysis of Bitcoin Price Time Series

Lukáš Pichl, Taisei Kaizoji

2017, Volume 1, Issue 4: 474-485. doi: 10.3934/QFE.2017.4.474

Abstract

HTML

PDF Cited (77) Viewed (15877)

Quantitative Finance and Economics

3.2 0.3