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Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel; Ulrych, Urban - In: Quantitative finance 24 (2024) 2, pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
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Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.; Lamichhane, Sujan - In: Quantitative finance 22 (2022) 7, pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun; Shao, Chenjie - In: Quantitative finance 22 (2022) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
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Size and power in tests of return predictability
LeRoy, Stephen F.; Singhania, Rish - In: Quantitative finance 22 (2022) 6, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
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Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting; Potì, Valerio; Härdle, Wolfgang - In: Quantitative finance 24 (2024) 7, pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
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Government bond yields in Germany and Spain : empirical evidence from better days
Basse, Tobias; Wegener, Christoph; Kunze, Frederik - In: Quantitative finance 18 (2018) 5, pp. 827-835
Persistent link: https://www.econbiz.de/10011907949
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Exchange options under clustered jump dynamics
Ma, Yong; Pan, Dongtao; Wang, Tianyang - In: Quantitative finance 20 (2020) 6, pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
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The predictive performance of the currency futures basis for spot returns
Han, Liyan; Jiang, Xue; Yin, Libo - In: Quantitative finance 19 (2019) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10012194660
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Transaction cost analytics for corporate bonds
Guo, Xin; Lehalle, Charles-Albert; Xu, Renyuan - In: Quantitative finance 22 (2022) 7, pp. 1295-1319
Persistent link: https://www.econbiz.de/10013367900
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Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian; Xu, Zhe; Li, Peter - In: Quantitative finance 21 (2021) 8, pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649