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ECONIS (ZBW)
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1
Detecting bubbles via FDR and FNR based on calibrated p-values
Genoni, Giulia
;
Quatto, Piero
;
Vacca, Gianmarco
- In:
Quantitative finance
24
(
2024
)
10
,
pp. 1463-1491
Persistent link: https://www.econbiz.de/10015196936
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2
When do systematic strategies decay?
Falck, Antoine
;
Rej, Adam
;
Thesmar, David
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1955-1969
Persistent link: https://www.econbiz.de/10013490912
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3
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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4
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
5
The Black-Scholes equation in the presence of arbitrage
Farinelli, Simone
;
Takada, Hideyuki
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2155-2170
Persistent link: https://www.econbiz.de/10013490935
Saved in:
6
AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro
;
Chang, Patrick
;
Mroczka, Mateusz
; …
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
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7
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
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8
Supervised portfolios
Chevalier, Guillaume
;
Coqueret, Guillaume
;
Raffinot, Thomas
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2275-2295
Persistent link: https://www.econbiz.de/10013490944
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9
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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10
Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
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