QASS

QASS Conferences

Forthcoming Vol. 7, Issue 1, 2013

  • "Simultaneous Calibration and Quadratic Hedging of Options" Erik Lindström  and J. Guo (Lund University, Sweden) 
  • "The Lognormal Autoregressive Conditional Duration (LNACD) Model and a Comparison with Alternative ACD Models", Yongdeng Xu (Cardiff University, UK) 
  • "Portfolio Heuristics, Linearity, and Qualitative Analysis", Manuel Tarrazo and Mark V. Cannice (University of San Francisco, USA) 
  • "Estimate of Volatility's Common Component in ARVS Models: a Simulation Study", Umberto Triacca (University of l'Aquila, Italy) and Fulvia Focker (Bank of Italy, Italy)


Forthcoming Vol. 6, Issue 1

  • "Technology Adoption, Industrial Structure, and Growth in Emerging Economies", Ali Chebbi (Institut Supérieur de Gestion de Tunis, Tunisia) and  Sami Khedhiri ( University of Prince Edward Island, Charlottetown, Canada)
  • ""A SAM-Based multiplier Model to Track Transmission Mechanism of Demand Driven Interventions in Bangladesh", Muhammad Jami Husain (Keele University)
  • "On the Shape of the Unconditionally Implied Volatility and Forward Interest Rate", Nikolai Dokuchaev (Curtin University of Technology, Perth, Western Australia)
  • “Structural Models  of Corporate Bond Pricing: A Comparative Analysis with Improvements”, George Bezerianos (Cass Business School) and John Hatgioannides (Cass Business School)

 


ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006

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