Quantitative Finance
Collection
Collection
- ISSN: 14697688
Published by Taylor and Francis
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Mathematical foundation of convexity correction Conference Paper
February 2003 -
Rank reduction of correlation matrices by majorization Article
Quantitative Finance, 4(6), 649-662.December 2004 -
Durations, volume and the prediction of financial returns in transaction time Article
Quantitative Finance, 5(2), 145-152.April 2005 -
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models Article
Quantitative Finance, 9(6), 737-745.September 2009 -
A comparison of biased simulation schemes for stochastic volatility models Article
Quantitative Finance, 10(2), 177-194.R. Lord (Roger), R. Koekkoek (Remmert) and D.J.C. van Dijk (Dick)
February 2010 -
Econometric analysis of microscopic simulation models Article
Quantitative Finance, 10(10), 1187-1201.Y. Li (Youwei), A.C.D. Donkers (Bas) and B. Melenberg (Bertrand)
December 2010 -
Performance evaluation of balanced pension plans Article
Quantitative Finance, 12(5), 819-830.May 2012 -
Do foreign exchange fund managers behave like heterogeneous agents? Article
Quantitative Finance, 13(7), 1125-1134.July 2013