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2018 Volume 2, Issue 3

Research article
A hybrid forecasting algorithm based on SVR and wavelet decomposition
Timotheos Paraskevopoulos,  Peter N Posch
2018, Volume 2, Issue 3: 525-553. doi: 10.3934/QFE.2018.3.525
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Research article Special Issue
Forecasting net charge-off rates of banks: What model works best?
James R. Barth,  Sumin Han,  Sunghoon Joo,  Kang Bok Lee,  Stevan Maglic,  Xuan Shen
2018, Volume 2, Issue 3: 554-589. doi: 10.3934/QFE.2018.3.554
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Research article Special Issue
How often is the financial market going to collapse?
Gabriel Frahm
2018, Volume 2, Issue 3: 590-614. doi: 10.3934/QFE.2018.3.590
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Research article Special Issue
Cyclical patterns in risk indicators based on financial market infrastructuretransaction data
Monique Timmermans,  Ronald Heijmans,  Hennie Daniels
2018, Volume 2, Issue 3: 615-636. doi: 10.3934/QFE.2018.3.615
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Research article
Complexity, big data and financial stability
Charilaos Mertzanis
2018, Volume 2, Issue 3: 637-660. doi: 10.3934/QFE.2018.3.637
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Research article Special Issue
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Andrea Ferrario,  Massimo Guidolin,  Manuela Pedio
2018, Volume 2, Issue 3: 661-701. doi: 10.3934/QFE.2018.3.661
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Research article
Style investing and the ICAPM
Michael Stutzer
2018, Volume 2, Issue 3: 702-716. doi: 10.3934/QFE.2018.3.702
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Research article Special Issue
Ruin probabilities for a double renewal risk model with frequent premium arrivals
Dimitrios G. Konstantinides
2018, Volume 2, Issue 3: 717-732. doi: 10.3934/QFE.2018.3.717
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Research article
Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from multivariate GARCH approach
Buerhan Saiti,  Abdulnasir Dahiru,  Ibrahim Guran Yumusak
2018, Volume 2, Issue 3: 733-756. doi: 10.3934/QFE.2018.3.733
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Research article
The information content of the stock and bond return correlation
David G. McMillan
2018, Volume 2, Issue 3: 757-775. doi: 10.3934/QFE.2018.3.757
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Quantitative Finance and Economics
3.2 0.3
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