Quantitative Finance and Economics

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• Volatility Analysis of Bitcoin Price Time Series

  Lukáš Pichl, Taisei Kaizoji

  2017, 1(4): 474-485. doi: 10.3934/QFE.2017.4.474

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• Modeling Business Cycle with Financial Shocks Basing on Kaldor-Kalecki Model

  Zhenghui Li, Zhenzhen Wang, Zhehao Huang

  2017, 1(1): 44-66. doi: 10.3934/QFE.2017.1.44

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• Welcome to our new journal---Quantitative Finance and Economics

  Dilong Xu

  2017, 1(1): doi: 10.3934/QFE.2017.1.1

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• Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

  Andres Fernandez, Norman R. Swanson

  2017, 1(1): 2-25. doi: 10.3934/QFE.2017.1.2

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• The Price Concessions of High- and Low-Priced Housing in a Period of Financial Crisis

  I-Chun Tsai, Huey-Cherng Tsai

  2017, 1(1): 94-113. doi: 10.3934/QFE.2017.1.94

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• The Impact on RMB Internationalization Process: Exchange Rate Expectation and Foreign Trade

  Yinghua Ren, Weiwen Gu

  2017, 1(1): 114-124. doi: 10.3934/QFE.2017.1.114

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• Can Jane Get a Mortgage Loan? Depends on When and Where

  Alexis Antoniades, Fatma Marafi

  2017, 1(1): 67-93. doi: 10.3934/QFE.2017.1.67

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• Evidence of A Bimodal US GDP Growth Rate Distribution: A Wavelet Approach

  Sandro Claudio Lera, Didier Sornette

  2017, 1(1): 26-43. doi: 10.3934/QFE.2017.1.26

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• The memory of volatility

  Kai R. Wenger, Christian H. Leschinski, Philipp Sibbertsen

  2018, 2(1): 137-159. doi: 10.3934/QFE.2018.1.137

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• On a Corporate Bond Pricing Model with Credit Rating Migration Risksand Stochastic Interest Rate

  Jin Liang, Hong-Ming Yin, Xinfu Chen, Yuan Wu

  2017, 1(3): 300-319. doi: 10.3934/QFE.2017.3.300

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