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Quantitative Finance, Volume 1 Issue 4 2001

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Miscellany
A little learning is a dangerous thing...
J. James
Pages 380 – 382
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Infectious defaults
M. Davis; V. Lo
Pages 382 – 387
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Triangular arbitrage in the spot and forward foreign exchange markets
I. Moosa
Pages 387 – 390
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A real-time adaptive trading system using genetic programming
M. A. H. dempster; C. M. Jones
Pages 397 – 413
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Conditional entropy and randomness in financial time series
M. D. London;  A. K. Evans; M. J. Turner
Pages 414 – 426
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Scaling in financial prices: III. Cartoon Brownian motions in multifractal time
B. B. Mandelbrot
Pages 427 – 440
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Financial networks with intermediation
A. Nagurney; K. Ke
Pages 441 – 451
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Significance of log-periodic precursors to financial crashes
D. Sornette; A. Johansen
Pages 452 – 471
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