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QUANTITATIVE FINANCE
Journal
Overview
Research
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Overview
publication venue for
The role of fleeting orders on option expiration days
. 23:1511-1529.
2023
Equilibrium implications of interest rate smoothing
. 20:409-423.
2019
Numerical methods applied to option pricing models with transaction costs and stochastic volatility
. 15:1417-1424.
2015
Equity issues and aggregate market returns under information asymmetry
. 13:281-300.
2013
Detecting market crashes by analysing long-memory effects using high-frequency data
. 12:623-634.
2012
Nonlinear problems modeling stochastic volatility and transaction costs
. 12:663-670.
2012
Testing for persistence in stock returns with GARCH-stable shocks
. 4:256-265.
2004
Research
category
BUSINESS, FINANCE
Category
ECONOMICS
Category
MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Category
SOCIAL SCIENCES, MATHEMATICAL METHODS
Category
Identifiers
International Standard Serial Number (ISSN)
1469-7688
Electronic International Standard Serial Number (EISSN)
1469-7696
Other
journal abbreviation
QUANT FINANC