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Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Long-term correlations and multifractal analysis of trading volumes for Chinese stocks

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Look-Ahead Benchmark Bias in Portfolio Performance Evaluation

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Looking for grass-root sources of systemic risk: the case of "cheques-as-collateral" network

Economy – Quantitative Finance – Risk Management
Scientific paper

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Losing money with a high Sharpe ratio

Economy – Quantitative Finance – Risk Management
Scientific paper

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Loss distributions conditional on defaults

Economy – Quantitative Finance – Risk Management
Scientific paper

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Loss-Based Risk Measures

Economy – Quantitative Finance – Risk Management
Scientific paper

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Low-Frequency Waves and the Medium to Long-Term US Stock Market Outlook

Economy – Quantitative Finance – General Finance
Scientific paper

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Lunar Solar Power System Driven Human Development of the Moon and Resource-Rich Exploration of the Inner Solar System

Economy
Scientific paper

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Lunar-Ultraviolet Telescope Experiment (LUTE) integrated program plan

Economy – Quantitative Finance – Risk Management
Scientific paper

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