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Quantitative Finance, Volume 3 Issue 2 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
The world is our laboratory
Cosma Shalizi
Pages C20 – C21
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Book Reviews
Reflections on risk
Michel M. Dacorogna
Pages C22 – C23
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A close look at market microstructure
Giulia Iori
Pages C23 – C25
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Calendar
Calendar
Page C26
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Original Articles
Nucleation of market shocks in the Sornette–Ide model
Ana Proykova;  Lena Roussenova; Dietrich Stauffer
Pages 67 – 70
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Financial networks with electronic transactions: modelling, analysis and computations
Anna Nagurney; Ke Ke
Pages 71 – 87
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An index of market shocks based on multiscale analysis
Bertrand Maillet; Thierry Michel
Pages 88 – 97
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A simple approach for pricing barrier options with time-dependent parameters
C. F. Lo;  H. C. Lee; C. H. Hui
Pages 98 – 107
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Systematic risk and timescales
Ramazan Geņay;  Faruk Seļuk; Brandon Whitcher
Pages 108 – 116
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Tracking bond indices in an integrated market and credit risk environment
Norbert J. Jobst; Stavros A. Zenios
Pages 117 – 135
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Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach
Donald Lien;  Y. K. Tse; Xibin Zhang
Pages 136 – 144
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A two-state jump model
Claudio Albanese;  Sebastian Jaimungal; Dmitri H. Rubisov
Pages 145 – 154
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