informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 7 Issue 6       Aims & Scope       Editorial Board       Instructions for Authors       Call for Papers       Subscribe      
<< earliestearliest   < prevprev   Issue listissues   next >next   latest >>latest
Publisher Logo Publication Cover
Search within this journal

Quantitative Finance, Volume 7 Issue 6 2007

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
View new articles ahead of the print edition
select-down Click for help
Comment and analysis
Optimal approximations of power laws with exponentials: application to volatility models with long memory
Thierry Bochud; Damien Challet
Pages 585 – 589
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Forecasting volatility in GARCH models with additive outliers
Beatriz Catalán; F. Javier Trívez
Pages 591 – 596
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Research papers
Conditional tail behaviour and Value at Risk
Fabio Bellini; Gianna Figà-talamanca
Pages 599 – 607
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Original Articles
Value-at-risk in a market subject to regime switching
Ryohei Kawata; Masaaki Kijima
Pages 609 – 619
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Value-at-risk forecasts under scrutiny—the German experience
Stefan Jaschke;  Gerhard Stahl; Richard Stehle
Pages 621 – 636
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market
Luis Muga; Rafael Santamaría
Pages 637 – 650
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets
Thomas C. Chiang;  Lin Tan; Huimin Li
Pages 651 – 667
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period
Chaker Aloui
Pages 669 – 685
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Testing asymmetry in financial time series
Francesco Lisi
Pages 687 – 696
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Letter to the Editor
Comments on ‘A theory of non-Gaussian option pricing’
Gil Adams;  Yuhua Yuan; Michael Kelly
Pages 697 – 699
Abstract | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Erratum
A theory of non-Gaussian option pricing
Lisa Borland
Page 701
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Errata
A non-Gaussian option pricing model with skew
Lisa Borland; Jean-Philippe Bouchaud
Page 703
Abstract | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
select-up

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc