Printed from https://ideas.repec.org/n/nep-fmk/2013-08-10.html
Report NEP-FMK-2013-08-10
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Il Gu Yi & Gabjin Oh & Beom Jun Kim, 2013, "Fractality of profit landscapes and validation of time series models for stock prices," Papers, arXiv.org, number 1308.1749, Aug.
- Fei Ren & Wei-Xing Zhou, 2013, "Dynamic evolution of cross-correlations in the Chinese stock market," Papers, arXiv.org, number 1308.1154, Aug, revised Dec 2013.
- Dorival Le~ao & Alberto Ohashi & Vinicius Siqueira, 2013, "A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility," Papers, arXiv.org, number 1308.1704, Aug, revised Aug 2013.
- Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013, "Asset Allocation under the Basel Accord Risk Measures," Papers, arXiv.org, number 1308.1321, Aug.
- Item repec:ieb:wpaper:2013/6/doc2013-27 is not listed on IDEAS anymore