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Quantitative Finance
ISSNs: 1469-7688
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Scopus rating (2020): CiteScore 2.8 SJR 0.771 SNIP 1.33
Journal
Publications
1 - 5 out of 5Page size: 25
- 2020
Pricing high-dimensional American options by kernel ridge regression
Hu, W. & Zastawniak, T., 19 Feb 2020, (E-pub ahead of print)Article in Quantitative Finance
- 2018
Empirical comparison of hazard models in predicting SMEs failure
Gupta, J., Gregoriou, A. & Ebrahimi, T., 4 Mar 2018Article in Quantitative Finance
- 2009
Nonlinear dynamical structural equation models with latent variables
Zhang, W. & Lee, S. Y., 2009Article in Quantitative Finance
- 2005
Estimating value-at-risk: A point process approach
Chavez-Demoulin, V., Davison, A. C. & Mcneil, A. J., Apr 2005Article in Quantitative Finance
- 2003
Dependence structures for multivariate high-frequency data in finance
Breymann, W., Dias, A. & Embrechts, P., 2003Article in Quantitative Finance
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