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Quantitative Finance, Volume 5 Issue 2 2005

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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Original Article
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences
Rosario Nunzio Mantegna
Pages 133 – 140
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Miscellany
A clear reflection
Pages 141 – 142
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Calendar
Page 143
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Original Article
Durations, volume and the prediction of financial returns in transaction time
Christian M. Hafner
Pages 145 – 152
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Surprise volume and heteroskedasticity in equity market returns
Niklas Wagner; Terry A. Marsh
Pages 153 – 168
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A learning market-maker in the Glosten–Milgrom model
Sanmay Das
Pages 169 – 180
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On accurate and provably efficient GARCH option pricing algorithms
Yuh-Dauh Lyuu; Chi-Ning Wu
Pages 181 – 198
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Stochastic volatility and the goodness-of-fit of the Heston model
Gilles Daniel;  Nathan L. Joseph; David S. Brée
Pages 199 – 211
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Tobin tax and market depth
G. Ehrenstein;  F. Westerhoff; D. Stauffer
Pages 213 – 218
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International tax arbitrage, financial parity conditions and preferential capital gains taxation
Frank Strobel
Pages 219 – 226
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Estimating value-at-risk: a point process approach
V. Chavez-Demoulin;  A. C. Davison; A. J. McNeil
Pages 227 – 234
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