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Quantitative finance and economics
The economist
81,930
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191
Portfolio effects of VIX futures index
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Saved in:
192
The price concessions of high- and low-priced housing in a period of financial crisis
Tsai, I-Chun
;
Tsai, Huey-Cherng
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10012137739
Saved in:
193
A spatial interpolation framework for efficient valuation of large portfolios of variable annuities
Hejazi, Seyed Amir
;
Jackson, Kenneth R.
;
Gan, Guojun
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10012137758
Saved in:
194
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
Saved in:
195
US implied volatility as a predictor of international returns
Dicle, Mehmet F.
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
Saved in:
196
Volatility analysis of Bitcoin price time series
Pichl, Lukáš
;
Kaizoji, Taisei
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 474-485
Persistent link: https://www.econbiz.de/10012137891
Saved in:
197
Volatility as an alternative asset class : does it
Caloiero, Elvira
;
Guidolin, Massimo
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 334-362
Persistent link: https://www.econbiz.de/10012137825
Saved in:
198
Volatility in the housing market : evidence on risk and return in the London sub-market
Cook, Steve
;
Watson, Duncan
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 272-287
Persistent link: https://www.econbiz.de/10012137801
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