1. A self-exciting switching jump diffusion: properties, calibration and hitting time. Issue 3 (4th March 2019) Authors: Hainaut, Donatien; Deelstra, Griselda Journal: Quantitative finance Issue: Volume 19:Issue 3(2019) Page Start: 407 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Improved iterative methods for solving risk parity portfolio. Issue 2 (1st March 2022) Authors: Choi, Jaehyuk; Chen, Rong Journal: Journal of Derivatives and Quantitative Studies Issue: Volume 30:Issue 2(2022) Page Start: 114 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Linkages between gold and Latin American equity markets: portfolio implications. Issue 52 (20th August 2021) Authors: Yousaf, Imran; Hanif, Hasan; Ali, Shoaib; Moudud-Ul-Huq, Syed Journal: Journal of economics finance and administrative science Issue: Volume 26:Issue 52(2021) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Pricing and hedging options with GARCH-stable proxy volatilities. Issue 56 (2nd December 2018) Authors: Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael Journal: Applied economics Issue: Volume 50:Issue 56(2018) Page Start: 6034 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗