Works matching IS 1469-7688 AND VI 10 AND IP 8 AND DT 2010
Results: 10
Markov models for commodity futures: theory and practice.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 831, doi. 10.1080/14697680903493599
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- Publication type:
- Article
Multivariate models for operational risk.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 855, doi. 10.1080/14697680903358222
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- Publication type:
- Article
(Non-)robustness of maximum likelihood estimators for operational risk severity distributions.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 871, doi. 10.1080/14697680903159240
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- Publication type:
- Article
Do financial returns have finite or infinite variance? A paradox and an explanation.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 883, doi. 10.1080/14697680903540381
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- Publication type:
- Article
Asymmetry of information flow between volatilities across time scales.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 895, doi. 10.1080/14697680903460143
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- Publication type:
- Article
Wavelet decomposition for intra-day volume dynamics.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 917, doi. 10.1080/14697680903369484
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- Publication type:
- Article
Portfolio selection based on the mean-VaR efficient frontier.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 931, doi. 10.1080/14697681003652514
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- Publication type:
- Article
Pricing the credit default swap rate for jump diffusion default intensity processes.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 809, doi. 10.1080/14697680903382768
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- Publication type:
- Article
Static-arbitrage lower bounds on the prices of basket options via linear programming.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 819, doi. 10.1080/14697680902956703
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- Publication type:
- Article
Calendar.
- Published in:
- 2010
- Publication type:
- Calendar