nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Alternative measure of multifractal content and its application in finance
|
Grech, Dariusz |
|
2016 |
88 |
C |
p. 183-195 13 p. |
artikel |
2 |
A Monte Carlo multi-asset option pricing approximation for general stochastic processes
|
Arismendi, Juan |
|
2016 |
88 |
C |
p. 75-99 25 p. |
artikel |
3 |
A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE
|
Ballestra, Luca Vincenzo |
|
2016 |
88 |
C |
p. 100-106 7 p. |
artikel |
4 |
Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption
|
Argentiero, Amedeo |
|
2016 |
88 |
C |
p. 143-157 15 p. |
artikel |
5 |
Complexity in quantitative finance and economics
|
Duarte Queirós, Sílvio M. |
|
2016 |
88 |
C |
p. 1-2 2 p. |
artikel |
6 |
Disentangling bipartite and core-periphery structure in financial networks
|
Barucca, Paolo |
|
2016 |
88 |
C |
p. 244-253 10 p. |
artikel |
7 |
Dynamic bifurcations on financial markets
|
Kozłowska, M. |
|
2016 |
88 |
C |
p. 126-142 17 p. |
artikel |
8 |
Editorial Board
|
|
|
2016 |
88 |
C |
p. IFC- 1 p. |
artikel |
9 |
Exploring the dynamics of financial markets: from stock prices to strategy returns
|
Borland, Lisa |
|
2016 |
88 |
C |
p. 59-74 16 p. |
artikel |
10 |
Financial power laws: Empirical evidence, models, and mechanisms
|
Lux, Thomas |
|
2016 |
88 |
C |
p. 3-18 16 p. |
artikel |
11 |
Inter-occurrence times and universal laws in finance, earthquakes and genomes
|
Tsallis, Constantino |
|
2016 |
88 |
C |
p. 254-266 13 p. |
artikel |
12 |
Libor at crossroads: Stochastic switching detection using information theory quantifiers
|
Bariviera, Aurelio F. |
|
2016 |
88 |
C |
p. 172-182 11 p. |
artikel |
13 |
Measuring multiscaling in financial time-series
|
Buonocore, R.J. |
|
2016 |
88 |
C |
p. 38-47 10 p. |
artikel |
14 |
Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton
|
Dhesi, Gurjeet |
|
2016 |
88 |
C |
p. 119-125 7 p. |
artikel |
15 |
Network topology and interbank credit risk
|
González-Avella, Juan Carlos |
|
2016 |
88 |
C |
p. 235-243 9 p. |
artikel |
16 |
Order book, financial markets, and self-organized criticality
|
Biondo, Alessio Emanuele |
|
2016 |
88 |
C |
p. 196-208 13 p. |
artikel |
17 |
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.
|
Musciotto, Federico |
|
2016 |
88 |
C |
p. 267-278 12 p. |
artikel |
18 |
Pricing turbo warrants under stochastic elasticity of variance
|
Yoon, Ji-Hun |
|
2016 |
88 |
C |
p. 107-118 12 p. |
artikel |
19 |
Structure and dynamics of the global financial network
|
Silva, Thiago Christiano |
|
2016 |
88 |
C |
p. 218-234 17 p. |
artikel |
20 |
Stylized facts of price gaps in limit order books
|
Gu, Gao-Feng |
|
2016 |
88 |
C |
p. 48-58 11 p. |
artikel |
21 |
The invisible hand and the rational agent are behind bubbles and crashes
|
Galam, Serge |
|
2016 |
88 |
C |
p. 209-217 9 p. |
artikel |
22 |
Trading volume in financial markets: An introductory review
|
Duarte Queirós, Sílvio M. |
|
2016 |
88 |
C |
p. 24-37 14 p. |
artikel |
23 |
Tsallis statistics in the income distribution of Brazil
|
Soares, Abner D. |
|
2016 |
88 |
C |
p. 158-171 14 p. |
artikel |
24 |
Why does the power law for stock price hold?
|
Kaizoji, Taisei |
|
2016 |
88 |
C |
p. 19-23 5 p. |
artikel |