Browse
We’re here to help

Find guidance on Author Services

Login | Register

Login
Register

Cart Add to Cart

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 16, Issue 11

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

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

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

Register a free Taylor & Francis Online account today to boost your research and gain these 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

Register now or learn more

Quantitative Finance, Volume 16, Issue 11 (2016)

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 16, Issue 11 (2016)

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 Volume 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 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

Feature

Article

Bifurcation patterns of market regime transition

Sergey Kamenshchikov

Pages: 1631-1636

Published online: 21 Apr 2016

First Page PreviewforBifurcation patterns of market regime transition | Full Text | References | PDF (704.4 KB)

226 Views
0 CrossRef citations
0Altmetric

Book review

Book Review

Efficiently Inefficient: How Smart Money Invests & Market Prices Are Determined

Tapio Pekkala

Pages: 1637-1639

Published online: 05 Aug 2016

First Page PreviewforEfficiently Inefficient: How Smart Money Invests & Market Prices Are Determined | Full Text | References | PDF (341.5 KB)

997 Views
0 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 1641

Published online: 08 Oct 2016

CitationforCalendar | Full Text | PDF (49.2 KB)

26 Views
0 CrossRef citations
0Altmetric

Research Papers

Article

Dynamic mode decomposition for financial trading strategies

Jordan Mann & J. Nathan Kutz

Pages: 1643-1655

Published online: 27 Apr 2016

AbstractforDynamic mode decomposition for financial trading strategies | Full Text | References | PDF (4.8 MB)

1787 Views
95 CrossRef citations
0Altmetric

Article

Detecting intraday financial market states using temporal clustering

D. Hendricks, T. Gebbie & D. Wilcox

Pages: 1657-1678

Published online: 27 Apr 2016

AbstractforDetecting intraday financial market states using temporal clustering | Full Text | References | PDF (2.9 MB)

587 Views
10 CrossRef citations
0Altmetric

Article

Losing sight of the trees for the forest? Attention allocation and anomalies

Heiko Jacobs & Martin Weber

Pages: 1679-1693

Published online: 28 Apr 2016

AbstractforLosing sight of the trees for the forest? Attention allocation and anomalies | Full Text | References | PDF (944.8 KB)

416 Views
4 CrossRef citations
0Altmetric

Article

Forecasting stock market returns over multiple time horizons

Dimitri Kroujiline, Maxim Gusev, Dmitry Ushanov, Sergey V. Sharov & Boris Govorkov

Pages: 1695-1712

Published online: 24 May 2016

AbstractforForecasting stock market returns over multiple time horizons | Full Text | References | PDF (1.2 MB)

716 Views
8 CrossRef citations
0Altmetric

Article

Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets

Zhi-Qiang Jiang, Askery Canabarro, Boris Podobnik, H. Eugene Stanley & Wei-Xing Zhou

Pages: 1713-1724

Published online: 24 May 2016

AbstractforEarly warning of large volatilities based on recurrence interval analysis in Chinese stock markets | Full Text | References | PDF (742.4 KB)

301 Views
12 CrossRef citations
0Altmetric

Article

Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk

S. Simaitis, C. S. L. de Graaf, N. Hari & D. Kandhai

Pages: 1725-1740

Published online: 25 May 2016

AbstractforSmile and default: the role of stochastic volatility and interest rates in counterparty credit risk | Full Text | References | PDF (1.3 MB)

1737 Views
4 CrossRef citations
0Altmetric

Open Access

Article

Numerical methods for dynamic Bertrand oligopoly and American options under regime switching

Swathi Amarala & Justin W. L. Wan

Pages: 1741-1762

Published online: 28 Apr 2016

AbstractforNumerical methods for dynamic Bertrand oligopoly and American options under regime switching | Full Text | References | PDF (745.2 KB)

206 Views
3 CrossRef citations
0Altmetric

Article

Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach

Chung-Shin Liu, Meng-Shiuh Chang, Ximing Wu & Chin Man Chui

Pages: 1763-1789

Published online: 24 May 2016

AbstractforHedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach | Full Text | References | PDF (390.4 KB)

576 Views
23 CrossRef citations
0Altmetric

Errata

Correction

Erratum

Page: ei

Published online: 04 May 2016

CitationforErratum | Full Text | PDF (58.5 KB)

383 Views
0 CrossRef citations
0Altmetric

Free Access

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

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

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

Leif Andersen et al.

Article | Published online: 16 Jul 2024

Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS

Christian Bongiorno et al.

Article | Published online: 16 Jul 2024

Equity auction dynamics: latent liquidity models with activity acceleration

Mohammed Salek et al.

Article | Published online: 15 Jul 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.16, Iss.11, 2016)

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?