Applied Quantitative Methods for Trading and Investment
Latest Publications

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Published By John Wiley & Sons, Ltd

9780470013267, 9780470848852

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Index

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.index ◽

2005 ◽

pp. 401-405

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Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch4 ◽

2005 ◽

pp. 129-162

Author(s):

Christian L. Dunis ◽

Xuehuan Huang

Keyword(s):

Model Combination

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Front Matter

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.fmatter ◽

2005 ◽

pp. i-xx

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Quantitative Equity Investment Management with Time-Varying Factor Sensitivities

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch7 ◽

2005 ◽

pp. 213-237 ◽

Cited By ~ 1

Author(s):

Yves Bentz

Keyword(s):

Time Varying ◽

Investment Management ◽

Equity Investment

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Portfolio Analysis Using Excel

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch9 ◽

2005 ◽

pp. 293-311

Author(s):

Jason Laws

Keyword(s):

Portfolio Analysis

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Using Cointegration to Hedge and Trade International Equities

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch2 ◽

2005 ◽

pp. 41-69 ◽

Cited By ~ 3

Author(s):

A. Neil Burgess

Keyword(s):

International Equities

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Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch8 ◽

2005 ◽

pp. 239-291 ◽

Cited By ~ 1

Author(s):

Monica Billio ◽

Domenico Sartore

Keyword(s):

At Risk ◽

Option Pricing ◽

Stochastic Volatility ◽

Value At Risk ◽

Stochastic Volatility Models ◽

Volatility Models

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Switching Regime Volatility: An Empirical Evaluation

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch6 ◽

2005 ◽

pp. 193-211 ◽

Cited By ~ 1

Author(s):

Bruno B. Roche ◽

Michael Rockinger

Keyword(s):

Empirical Evaluation ◽

Switching Regime

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Applications of Advanced Regression Analysis for Trading and Investment

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch1 ◽

2005 ◽

pp. 1-40 ◽

Cited By ~ 1

Author(s):

Christian L. Dunis ◽

Mark Williams

Keyword(s):

Regression Analysis

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Filling Analysis for Missing Data: An Application to Weather Risk Management

Applied Quantitative Methods for Trading and Investment ◽

10.1002/0470013265.ch13 ◽

2005 ◽

pp. 381-399 ◽

Cited By ~ 1

Author(s):

Christian L. Dunis ◽

Vassilios Karalis

Keyword(s):

Risk Management ◽

Missing Data ◽

Weather Risk ◽

Filling Analysis ◽

Weather Risk Management

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Applied Quantitative Methods for Trading and InvestmentLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By John Wiley & Sons, Ltd

Index

Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination

Front Matter

Quantitative Equity Investment Management with Time-Varying Factor Sensitivities

Portfolio Analysis Using Excel

Using Cointegration to Hedge and Trade International Equities

Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk

Switching Regime Volatility: An Empirical Evaluation

Applications of Advanced Regression Analysis for Trading and Investment

Filling Analysis for Missing Data: An Application to Weather Risk Management

Applied Quantitative Methods for Trading and Investment
Latest Publications