quantitative finance

quantitative finance

Indexed In	scopus ulakbim MEP: 0.562 Ödeme: 2810 Yılı: 2020 sci soc
Short Name	quantitative finance
Abbreviated Name	quantitative finance
Publications/Year
ISSN	1469-7688
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Top Clicked Bibliographies from Search

2019 Estimating a covariance matrix for market risk management and the case of credit default swaps Clicks: 216

2019 The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach Clicks: 206

2020 Correction to: Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Quantitative Finance, (2020), 20, 2, (291-310), 10.1080/14697688.2019.1655785) Clicks: 194

2019 Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx Clicks: 184

2019 Target volatility option pricing in the lognormal fractional SABR model Clicks: 168

2019 The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets Clicks: 116