Simaan, Majeed; Simaan, Yusif Rational explanation for rule-of-thumb practices in asset allocation. (English) Zbl 1441.91072 Quant. Finance 19, No. 12, 2095-2109 (2019). MSC: 91G10 PDFBibTeX XMLCite \textit{M. Simaan} and \textit{Y. Simaan}, Quant. Finance 19, No. 12, 2095--2109 (2019; Zbl 1441.91072) Full Text: DOI
Turfus, C. Closed-form Arrow-Debreu pricing for the Hull-White short rate model. (English) Zbl 1441.91078 Quant. Finance 19, No. 12, 2087-2094 (2019). MSC: 91G20 PDFBibTeX XMLCite \textit{C. Turfus}, Quant. Finance 19, No. 12, 2087--2094 (2019; Zbl 1441.91078) Full Text: DOI
Lu, Xianggang Constrained optimality for controlled switching diffusions with an application to stock purchasing. (English) Zbl 1441.91070 Quant. Finance 19, No. 12, 2069-2085 (2019). MSC: 91G10 93E20 60H30 90C39 PDFBibTeX XMLCite \textit{X. Lu}, Quant. Finance 19, No. 12, 2069--2085 (2019; Zbl 1441.91070) Full Text: DOI
Yatigammana, R. P.; Chan, J. S. K.; Gerlach, R. H. Forecasting trade durations via ACD models with mixture distributions. (English) Zbl 1441.62270 Quant. Finance 19, No. 12, 2051-2067 (2019). MSC: 62P05 62M10 91G70 PDFBibTeX XMLCite \textit{R. P. Yatigammana} et al., Quant. Finance 19, No. 12, 2051--2067 (2019; Zbl 1441.62270) Full Text: DOI
Mäkinen, Ymir; Kanniainen, Juho; Gabbouj, Moncef; Iosifidis, Alexandros Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data. (English) Zbl 1441.91071 Quant. Finance 19, No. 12, 2033-2050 (2019). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{Y. Mäkinen} et al., Quant. Finance 19, No. 12, 2033--2050 (2019; Zbl 1441.91071) Full Text: DOI arXiv Link
Jiang, Ying; Cao, Yi; Liu, Xiaoquan; Zhai, Jia Volatility modeling and prediction: the role of price impact. (English) Zbl 1441.91067 Quant. Finance 19, No. 12, 2015-2031 (2019). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Quant. Finance 19, No. 12, 2015--2031 (2019; Zbl 1441.91067) Full Text: DOI Link
Jaber, Eduardo Abi Lifting the Heston model. (English) Zbl 1441.91093 Quant. Finance 19, No. 12, 1995-2013 (2019). MSC: 91G99 91B70 PDFBibTeX XMLCite \textit{E. A. Jaber}, Quant. Finance 19, No. 12, 1995--2013 (2019; Zbl 1441.91093) Full Text: DOI arXiv Link
Nataf, Olivier; De Moor, Lieven Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx. (English) Zbl 1441.91083 Quant. Finance 19, No. 12, 1975-1993 (2019). MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{O. Nataf} and \textit{L. De Moor}, Quant. Finance 19, No. 12, 1975--1993 (2019; Zbl 1441.91083) Full Text: DOI Link
Luu, Duc Thi; Lux, Thomas Multilayer overlaps and correlations in the bank-firm credit network of Spain. (English) Zbl 1441.91082 Quant. Finance 19, No. 12, 1953-1974 (2019). MSC: 91G40 90B10 PDFBibTeX XMLCite \textit{D. T. Luu} and \textit{T. Lux}, Quant. Finance 19, No. 12, 1953--1974 (2019; Zbl 1441.91082) Full Text: DOI Link
Goldberg, Lisa R. Book review of: J. Pearl and D. Mackenzie, The book of why. The new science of cause and effect. (English) Zbl 1441.00007 Quant. Finance 19, No. 12, 1945-1949 (2019). MSC: 00A17 62-02 62A01 97N70 PDFBibTeX XMLCite \textit{L. R. Goldberg}, Quant. Finance 19, No. 12, 1945--1949 (2019; Zbl 1441.00007) Full Text: DOI