Do foreign exchange fund managers behave like heterogeneous agents? (English)
- New search for: Verschoor, Willem F.C.
- New search for: Zwinkels, Remco C.J.
- New search for: Verschoor, Willem F.C.
- New search for: Zwinkels, Remco C.J.
In:
Quantitative Finance
;
13
, 7
;
1125-1134
;
2013
- Article (Journal) / Electronic Resource
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Title:Do foreign exchange fund managers behave like heterogeneous agents?
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Contributors:Verschoor, Willem F.C. ( author ) / Zwinkels, Remco C.J. ( author )
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Published in:Quantitative Finance ; 13, 7 ; 1125-1134
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Publisher:
- New search for: Routledge
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Publication date:2013-07-01
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Size:10 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 13, Issue 7
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 981
-
A formalization of double auction market dynamicsTsang, Edward / Olsen, Richard / Masry, Shaimaa et al. | 2013
- 989
-
Conservatism bias in the presence of strategic interactionLuo, Guo Ying et al. | 2013
- 997
-
Book review: Great by Choice: Uncertainty, Chaos, and Luck - Why Some Thrive Despite Them AllKurtz, L. et al. | 2013
- 997
-
Great by Choice: Uncertainty, Chaos, and Luck – Why Some Thrive Despite Them AllKurtz, Lloyd et al. | 2013
- 1001
-
Calendar| 2013
- 1003
-
Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible capsBALDER, SVEN / MAHAYNI, ANTJE / SCHOENMAKERS, JOHN et al. | 2013
- 1015
-
Applying hedging strategies to estimate model risk and provision calculationElices, Alberto / Giménez, Eduard et al. | 2013
- 1029
-
Arbitrage-free interval and dynamic hedging in an illiquid marketYang, Jinqiang / Yang, Zhaojun et al. | 2013
- 1041
-
The term structure of S&P 100 model-free volatilitiesLim, Kian-Guan / Ting, Christopher et al. | 2013
- 1059
-
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticksDUVINAGE, MATTHIEU / MAZZA, PAOLO / PETITJEAN, MIKAEL et al. | 2013
- 1071
-
Analysis of trade packages in the Chinese stock marketRen, Fei / Zhou, Wei-Xing et al. | 2013
- 1091
-
Industry herding and market states: evidence from Chinese stock marketsLee, Chien-Chiang / Chen, Mei-Ping / Hsieh, Kuan-Mien et al. | 2013
- 1115
-
Time zone normalization of FX seasonalityMASRY, S. / DUPUIS, A. / OLSEN, R. B. / TSANG, E. et al. | 2013
- 1125
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Do foreign exchange fund managers behave like heterogeneous agents?Verschoor, Willem F.C. / Zwinkels, Remco C.J. et al. | 2013
- 1135
-
Currency total return swaps: valuation and risk factor analysisCUCHET, ROMAIN / FRANÇOIS, PASCAL / HÜBNER, GEORGES et al. | 2013