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2018 Volume 2, Issue 1

Research article Special Issue
Volatility estimation using a rational GARCH model
Tetsuya Takaishi
2018, Volume 2, Issue 1: 127-136. doi: 10.3934/QFE.2018.1.127
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Research article Special Issue
An intrinsic robust rank-one-approximation approach for currency portfolio optimization
Hongxuan Huang,  Zhengjun Zhang
2018, Volume 2, Issue 1: 160-189. doi: 10.3934/QFE.2018.1.160
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Research article Special Issue
A new equilibrium trading model with asymmetric information
Lianzhang Bao,  Guangliang Zhao,  Zhuo Jin
2018, Volume 2, Issue 1: 217-229. doi: 10.3934/QFE.2018.1.217
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Research article
Comparison: Binomial model and Black Scholes model
Amir Ahmad Dar,  N. Anuradha
2018, Volume 2, Issue 1: 230-245. doi: 10.3934/QFE.2018.1.230
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Research article
Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Shilong Li,  Xia Zhao,  Chuancun Yin,  Zhiyue Huang
2018, Volume 2, Issue 1: 246-260. doi: 10.3934/QFE.2018.1.246
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Research article Special Issue
PIIGS in and out of sync: the changing face of financial business cycle synchronization in Europe
Andreas Tsalas,  Platon Monokroussos
2018, Volume 2, Issue 1: 261-278. doi: 10.3934/QFE.2018.1.261
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Research article Special Issue
Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
Didier Sornette,  Peter Cauwels,  Georgi Smilyanov
2018, Volume 2, Issue 1: 486-590. doi: 10.3934/QFE.2018.1.1
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Research article
On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models
Anton Velinov
2018, Volume 2, Issue 1: 591-611. doi: 10.3934/QFE.2018.1.106
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Research article Special Issue
The memory of volatility
Kai R. Wenger,  Christian H. Leschinski,  Philipp Sibbertsen
2018, Volume 2, Issue 1: 622-644. doi: 10.3934/QFE.2018.1.137
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Review Special Issue
Stochastic arrangement increasing risks in financial engineering and actuarial science – a review
Chen Li,  Xiaohu Li
2018, Volume 2, Issue 1: 675-701. doi: 10.3934/QFE.2018.1.190
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Quantitative Finance and Economics
3.2 0.3
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