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Number of items: 9.

Article

Tsvetanov, Daniel, Coakley, Jerry and Kellard, Neil (2016) Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance, 16 (12). pp. 1887-1899. ISSN 1469-7688

Leontsinis, Stamatis and Alexander, Carol (2016) Arithmetic variance swaps. Quantitative Finance, 17 (4). pp. 551-569. ISSN 1469-7688

Moazeni, S, Coulon, M, Arciniegas Rueda, I, Song, B and Powell, W B (2016) A non-parametric structural hybrid modeling approach for electricity prices. Quantitative Finance, 16 (2). pp. 213-230. ISSN 1469-7688

Mamatzakis, E (2015) Risk and efficiency in the Central and Eastern European banking industry under quantile analysis. Quantitative Finance, 15 (3). pp. 553-567. ISSN 1469-7688

Carmona, René, Coulon, Michael and Schwarz, Daniel (2012) The valuation of clean spread options: linking electricity, emissions and fuels. Quantitative Finance, 12 (12). pp. 1951-1965. ISSN 1469-7688

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantitative Finance, 7 (5). pp. 473-479. ISSN 1469-7688

Scalas, Enrico, Gorenflo, Rudolf, Luckock, Hugh, Mainardi, Francesco, Mantelli, Maurizio and Raberto, Marco (2004) Anomalous waiting times in high-frequency financial data. Quantitative Finance, 4 (6). pp. 695-702. ISSN 1469-7688

Alexander, Carol and Scourse, Andrew (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7688

Alexander, Carol and Dimitriu, Anca (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7688

This list was generated on Sat Jun 24 14:31:06 2017 BST.