Recent Papers
- Issue Information
- Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
- Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
- GPT's idea of stock factors
- Composite Tukey-type distributions with application to operational risk management
- The rough Hawkes Heston stochastic volatility model
- Semi-nonparametric estimation of operational risk capital with extreme loss events
- LOG-NORMAL STOCHASTIC VOLATILITY MODEL WITH QUADRATIC DRIFT
- PARAMETER ESTIMATION METHODS OF REQUIRED RATE OF RETURN ON STOCK
- INFORMATION-BASED TRADING
- Existence of an equilibrium with limited participation
- New proxy schemes for swing contracts
- The important role of information technology and internal auditing in risk management: evidence from Greece
- TAIL RISK MONOTONICITY IN GARCH(1,1) MODELS
- A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
- Estimating the probability of insurance recovery in operational risk
- PAIRS TRADING WITH TOPOLOGICAL DATA ANALYSIS
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
- Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
- OPTIMAL TIMES TO BUY AND SELL A HOME
- MULTIVARIATE HAWKES-BASED MODELS IN LIMIT ORDER BOOK: EUROPEAN AND SPREAD OPTION PRICING
- SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS
- On the impact of feeding cost risk in aquaculture valuation and decision making
- Special issue on machine learning in finance