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Volume 7, Issue 3

Quantitative Finance

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Quantitative Finance, Volume 7, Issue 3 (2007)

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Quantitative Finance, Volume 7, Issue 3 (2007)

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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 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Volume 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

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Article

Financial Pareto ratios

Saralees Nadarajah & Samuel Kotz

Pages: 257-260

Published online: 19 Jun 2007

First Page PreviewforFinancial Pareto ratios | Full Text | References | PDF (98.1 KB)

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Article

Country risk and the estimation of asset return distributions

Robert Brooks, Xibin Zhang & Emawtee Bissoondoyal Bheenick

Pages: 261-265

Published online: 19 Jun 2007

First Page PreviewforCountry risk and the estimation of asset return distributions | Full Text | References | PDF (104.9 KB)

95 Views
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Article

A positive interest rate model with sticky barrier

Yuri Kabanov, Masaaki Kijima & Sofiane Rinaz

Pages: 269-284

Published online: 19 Jun 2007

AbstractforA positive interest rate model with sticky barrier | Full Text | References | PDF (1,020.3 KB)

221 Views
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Article

A simple solution for sticky cap and sticky floor

Roberto Baviera†

Pages: 285-287

Published online: 19 Jun 2007

AbstractforA simple solution for sticky cap and sticky floor | Full Text | References | PDF (89.5 KB)

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Article

Adjusting stacked-hedge ratios for stochastic convenience yield: a minimum variance approach

Jonathan M. Godbey & Jimmy E. Hilliard

Pages: 289-300

Published online: 19 Jun 2007

AbstractforAdjusting stacked-hedge ratios for stochastic convenience yield: a minimum variance approach | Full Text | References | PDF (155.5 KB)

167 Views
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Article

Modelling stock price movements: multifractality or multifractionality?

Sergio Bianchi & Augusto Pianese

Pages: 301-319

Published online: 19 Jun 2007

AbstractforModelling stock price movements: multifractality or multifractionality? | Full Text | References | PDF (406.4 KB)

294 Views
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Article

Overreaction diamonds: precursors and aftershocks for significant price changes

Ahmet Duran & Gunduz Caginalp

Pages: 321-342

Published online: 19 Jun 2007

AbstractforOverreaction diamonds: precursors and aftershocks for significant price changes | Full Text | References | PDF (213.2 KB)

301 Views
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Article

Bayesian analysis of the factor model with finance applications

Sik-Yum Lee, Wai-Yin Poon & Xin-Yuan Song

Pages: 343-356

Published online: 19 Jun 2007

AbstractforBayesian analysis of the factor model with finance applications | Full Text | References | PDF (178.6 KB)

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