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Mar 5

Friday reading list of this week

Posted by abiao at 10:39 | Others | Comments(0) | Reads(3201)
Friday again, just a final kind remind, since Change of Friday Reading List Setting, I have been updating Friday reading list on page articles, for example, the list of this week includes:
1, Testing for Asymmetric Dependence, http://www.bepress.com/snde/vol14/iss2/art2/;
2, Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model, http://www.bepress.com/snde/vol14/iss2/art1/;
3, Improving Portfolio Selection Using Option-Implied Volatility and Skewness , http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1559642;
4, Trading Activity and Bid-Ask Spreads of Individual Equity Options, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1553222;
5, The Method of Simulated Quantiles, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1561185

Keep an eye on page articles.

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