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Quantitative Finance, Volume 2 Issue 4 2003

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
Fast transformations lead to global view
Vanessa Spedding
Pages 232 – 233
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Collaboration is key to real-world insights
Carol A. Leisenring
Pages 234 – 236
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Measuring risk-adjusted returns in alternative investments
Hilary Till
Pages 237 – 238
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Review
Fluid reading, forex risk
Pierre Lequeux
Page 239
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Calendar
Calendar
Page 240
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Original Articles
Semi-parametric modelling in finance: theoretical foundations
N. H. Bingham; Rüdiger Kiesel
Pages 241 – 250
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Statistical properties of stock order books: empirical results and models
Jean-Philippe Bouchaud;  Marc Mézard; Marc Potters
Pages 251 – 256
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Recovery of volatility coefficient by linearization
Ilia Bouchouev;  Victor Isakov; Nicolas Valdivia
Pages 257 – 263
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Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
A. Corcos;  J-P Eckmann;  A. Malaspinas;  Y. Malevergne; D. Sornette
Pages 264 – 281
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The perception of time, risk and return during periods of speculation
Emanuel Derman
Pages 282 – 296
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Dissecting financial markets: sectors and states
Matteo Marsili
Pages 297 – 302
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The skewed multifractal random walk with applications to option smiles
Benoît Pochart; Jean-Philippe Bouchaud
Pages 303 – 314
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