Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 13, Issue 9

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

About this journalAbout

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 13, Issue 9 (2013)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

Quantitative Finance, Volume 13, Issue 9 (2013)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Volume 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Features

Article

Good times, bad times: inflation uncertainty and equity returns

Victoria Galsband

Pages: 1331-1342

Published online: 28 Aug 2013

First Page PreviewforGood times, bad times: inflation uncertainty and equity returns | Full Text | References | PDF (406.1 KB)

332 Views
1 CrossRef citations
0Altmetric

Article

Impact of meta-order in the Minority Game

A. C. Barato, I. Mastromatteo, M. Bardoscia & M. Marsili

Pages: 1343-1352

Published online: 28 Aug 2013

First Page PreviewforImpact of meta-order in the Minority Game | Full Text | References | PDF (548.2 KB)

156 Views
7 CrossRef citations
0Altmetric

Book Review

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Andrew Papanicolaou

Pages: 1353-1355

Published online: 28 Aug 2013

First Page PreviewforNumerical Solution of Stochastic Differential Equations with Jumps in Finance | Full Text | References | PDF (213.4 KB)

773 Views
2 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 1357

Published online: 28 Aug 2013

CitationforCalendar | Full Text | PDF (32 KB)

34 Views
0 CrossRef citations
0Altmetric

Research Papers

Article

A moment matching market implied calibration

Florence Guillaume & Wim Schoutens

Pages: 1359-1373

Published online: 22 Jul 2013

AbstractforA moment matching market implied calibration | Full Text | References | PDF (1.1 MB)

267 Views
9 CrossRef citations
0Altmetric

Article

Relative forecasting performance of volatility models: Monte Carlo evidence

Thomas Lux & Leonardo Morales-Arias

Pages: 1375-1394

Published online: 22 Jul 2013

AbstractforRelative forecasting performance of volatility models: Monte Carlo evidence | Full Text | References | PDF (345.9 KB)

274 Views
8 CrossRef citations
0Altmetric

Article

Optimal trade execution under price-sensitive risk preferences

Stefan Ankirchner & Thomas Kruse

Pages: 1395-1409

Published online: 08 Apr 2013

AbstractforOptimal trade execution under price-sensitive risk preferences | Full Text | References | PDF (386.6 KB)

243 Views
6 CrossRef citations
0Altmetric

Article

Pairs trading based on statistical variability of the spread process

Timofei Bogomolov

Pages: 1411-1430

Published online: 21 Feb 2013

AbstractforPairs trading based on statistical variability of the spread process | Full Text | References | PDF (648 KB)

1127 Views
30 CrossRef citations
0Altmetric

Article

Modeling trade duration in U.S. Treasury markets

Mardi Dungey, Olan Henry & Michael Mckenzie

Pages: 1431-1442

Published online: 13 Feb 2013

AbstractforModeling trade duration in U.S. Treasury markets | Full Text | References | PDF (318.6 KB)

247 Views
8 CrossRef citations
0Altmetric

Article

Block bootstrap methods and the choice of stocks for the long run

Philippe Cogneau & Valeri Zakamouline

Pages: 1443-1457

Published online: 23 Aug 2012

AbstractforBlock bootstrap methods and the choice of stocks for the long run | Full Text | References | PDF (285.9 KB)

362 Views
20 CrossRef citations
0Altmetric

Article

A mean/variance approach to long-term fixed-income portfolio allocation

Gilles Zumbach

Pages: 1459-1471

Published online: 26 Jun 2013

AbstractforA mean/variance approach to long-term fixed-income portfolio allocation | Full Text | References | PDF (695.6 KB)

338 Views
2 CrossRef citations
0Altmetric

Article

Time consistency of dynamic risk measures in markets with transaction costs

Zachary Feinstein & Birgit Rudloff

Pages: 1473-1489

Published online: 26 Jun 2013

AbstractforTime consistency of dynamic risk measures in markets with transaction costs | Full Text | References | PDF (287.9 KB)

286 Views
27 CrossRef citations
0Altmetric

Article

Revisiting the demand for money function: evidence from the random coefficients approach

Chien-Chiang Lee & An-Hsing Chang

Pages: 1491-1502

Published online: 15 Feb 2012

AbstractforRevisiting the demand for money function: evidence from the random coefficients approach | Full Text | References | PDF (692.2 KB)

178 Views
1 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Regulating stochastic clocks§

Zhe Fei et al.

Article | Published online: 25 Jul 2024

Risk factor aggregation and stress testing

Natalie Packham

Article | Published online: 25 Jul 2024

Pricing airbag option via first passage time approach

Zheng Liu et al.

Article | Published online: 25 Jul 2024

Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies

Ruting Wang et al.

Article | Published online: 18 Jul 2024

Open Access

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.13, Iss.9, 2013)

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?