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Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity-concavity indicators
Zhang, Qun; Sornette, Didier; Han, Liyan - In: Quantitative finance 22 (2022) 2, pp. 367-384
Persistent link: https://www.econbiz.de/10013167760
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A neural network enhanced volatility component model
Zhai, Jia; Cao, Yi; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 5, pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
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Forecasting and trading high frequency volatility on large indices
Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
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Cross-border exchanges and volatility forecasting
Goyal, Abhinav; Kallinterakis, Vasileios; Kambouroudis, … - In: Quantitative finance 18 (2018) 5, pp. 789-799
Persistent link: https://www.econbiz.de/10011907940
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Gold price dynamics and the role of uncertainty
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - In: Quantitative finance 19 (2019) 4, pp. 663-681
Persistent link: https://www.econbiz.de/10012194705
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The influence of intraday seasonality on volatility transmission pattern
Alemany, N.; Aragó Manzana, Vicent; Salvador, E. - In: Quantitative finance 19 (2019) 7, pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
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Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone; Fink, Holger Maria - In: Quantitative finance 19 (2019) 8, pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
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Can volatility solve the naive portfolio puzzle?
Curran, Michael; O'Sullivan, Patrick; Zalla, Ryan - In: Quantitative finance 23 (2023) 11, pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
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Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios - In: Quantitative finance 22 (2022) 2, pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
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Bitcoin, currencies, and fragility
Taleb, Nassim Nicholas - In: Quantitative finance 21 (2021) 8, pp. 1249-1255
Persistent link: https://www.econbiz.de/10012608639