Search Advanced

2018 Volume 2, Issue 1

Research article
Volatility estimation using a rational GARCH model
Tetsuya Takaishi
2018, Volume 2, Issue 1: 127-136. doi: 10.3934/QFE.2018.1.127
Abstract HTML PDF Cited (10) Viewed (5803)
Research article
An intrinsic robust rank-one-approximation approach for currency portfolio optimization
Hongxuan Huang,  Zhengjun Zhang
2018, Volume 2, Issue 1: 160-189. doi: 10.3934/QFE.2018.1.160
Abstract HTML PDF Cited (2) Viewed (4936)
Research article
A new equilibrium trading model with asymmetric information
Lianzhang Bao,  Guangliang Zhao,  Zhuo Jin
2018, Volume 2, Issue 1: 217-229. doi: 10.3934/QFE.2018.1.217
Abstract HTML PDF Cited (4) Viewed (14945)
Research article
Comparison: Binomial model and Black Scholes model
Amir Ahmad Dar,  N. Anuradha
2018, Volume 2, Issue 1: 230-245. doi: 10.3934/QFE.2018.1.230
Abstract HTML PDF Cited (5) Viewed (17601)
Research article
Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Shilong Li,  Xia Zhao,  Chuancun Yin,  Zhiyue Huang
2018, Volume 2, Issue 1: 246-260. doi: 10.3934/QFE.2018.1.246
Abstract HTML PDF Cited (3) Viewed (5429)
Research article
PIIGS in and out of sync: the changing face of financial business cycle synchronization in Europe
Andreas Tsalas,  Platon Monokroussos
2018, Volume 2, Issue 1: 261-278. doi: 10.3934/QFE.2018.1.261
Abstract HTML PDF Cited (4) Viewed (4462)
Research article
Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
Didier Sornette,  Peter Cauwels,  Georgi Smilyanov
2018, Volume 2, Issue 1: 486-590. doi: 10.3934/QFE.2018.1.1
Abstract HTML PDF Cited (38) Viewed (13348)
Research article
On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models
Anton Velinov
2018, Volume 2, Issue 1: 591-611. doi: 10.3934/QFE.2018.1.106
Abstract HTML PDF Viewed (4197)
Research article
The memory of volatility
Kai R. Wenger,  Christian H. Leschinski,  Philipp Sibbertsen
2018, Volume 2, Issue 1: 622-644. doi: 10.3934/QFE.2018.1.137
Abstract HTML PDF Cited (3) Viewed (4789)
Review
Stochastic arrangement increasing risks in financial engineering and actuarial science – a review
Chen Li,  Xiaohu Li
2018, Volume 2, Issue 1: 675-701. doi: 10.3934/QFE.2018.1.190
Abstract HTML PDF Cited (5) Viewed (4780)
Quantitative Finance and Economics
3.2 0.3
Copyright © AIMS Press