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Quantitative Finance, Volume 5 Issue 6 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 Articles
Statistical properties of demand fluctuation in the financial market
Kaushik Matia; Kazuko Yamasaki
Pages 513 – 517
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Two phase behaviour and the distribution of volume
Vasiliki Plerou;  Parameswaran Gopikrishnan; H. Eugene Stanley
Pages 519 – 521
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Moment swaps
Wim Schoutens
Pages 525 – 530
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Valuation of volatility derivatives as an inverse problem
Peter Friz; Jim Gatheral
Pages 531 – 542
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On a multivariate Markov chain model for credit risk measurement
Tak-Kuen Siu;  Wai-Ki Ching;  S. Eric Fung; Michael K. Ng
Pages 543 – 556
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Multiple equilibria in a monopoly market with heterogeneous agents and externalities
Jean-Pierre Nadal;  Denis Phan;  Mirta B. Gordon; Jean Vannimenus
Pages 557 – 568
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Price return autocorrelation and predictability in agent-based models of financial markets
Damien Challet; Tobias Galla
Pages 569 – 576
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Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
Didier Sornette; Wei-Xing Zhou
Pages 577 – 591
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