Quantitative Finance and Economics

Latest Articles    Current Issue    Archive Most Cited    Most Downloaded

Export file

Format

• RIS(for EndNote,Reference Manager,ProCite)
• BibTex
• Text

Content

• Citation Only
• Citation and Abstract

Volumes

-2019
• Issue 1
• Issue 2
• Issue 3
-2018
• Issue 1
• Issue 2
• Issue 3
• Issue 4
-2017
• Issue 1
• Issue 2
• Issue 3
• Issue 4
  Select All

Research article

• Volatility as an Alternative Asset Class: Does It Improve Portfolio Performance?

  Elvira Caloiero, Massimo Guidolin

  2017, 1 (4): 334-362. doi: 10.3934/QFE.2017.4.334

  + Abstract     + HTML     + PDF(5350 KB) Special Issues

• Testing the Lag Structure of Assets’ Realized Volatility Dynamics

  Francesco Audrino, Lorenzo Camponovo, Constantin Roth

  2017, 1 (4): 363-387. doi: 10.3934/QFE.2017.4.363

  + Abstract     + HTML     + PDF(848 KB) Special Issues

• US Implied Volatility as A predictor of International Returns

  Mehmet F. Dicle

  2017, 1 (4): 388-402. doi: 10.3934/QFE.2017.4.388

  + Abstract     + HTML     + PDF(307 KB) Special Issues

• Market Value Volatility and the Volume of Traded Stock for U.S. Industrial Corporations

  James P. Gander

  2017, 1 (4): 403-410. doi: 10.3934/QFE.2017.4.403

  + Abstract     + HTML     + PDF(599 KB) Special Issues

• Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach

  Joanna Olbrys, Elzbieta Majewska

  2017, 1 (4): 411-427. doi: 10.3934/QFE.2017.4.411

  + Abstract     + HTML     + PDF(749 KB) Special Issues

• How do Economic Growth Asymmetry and Inflation Expectations Affect Fisher Hypothesis and Fama’s Proxy Hypothesis?

  Yuan-Ming Lee, Kuan-Min Wang

  2017, 1 (4): 428-453. doi: 10.3934/QFE.2017.4.428

  + Abstract     + HTML     + PDF(1019 KB) Special Issues

• The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods

  Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli

  2017, 1 (4): 454-473. doi: 10.3934/QFE.2017.4.454

  + Abstract     + HTML     + PDF(1147 KB) Special Issues

• Volatility Analysis of Bitcoin Price Time Series

  Lukáš Pichl, Taisei Kaizoji

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

  + Abstract     + HTML     + PDF(1336 KB) Special Issues