1. Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game

   • Jonathan W. Welburn

   OriginalPaper 12 October 2019 Pages: 263 - 317

   

2. Multifractal Analysis of Realized Volatilities in Chinese Stock Market

   • Yufang Liu
   • Weiguo Zhang
   • Xiang Wu

   OriginalPaper 14 October 2019 Pages: 319 - 336

   

3. Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price

   • Jin-Bom Han
   • Sun-Hak Kim
   • Kum-Sun Ri

   OriginalPaper 14 October 2019 Pages: 337 - 353

   

4. Equilibrium Working Curves with Heterogeneous Agents

   • Atle Oglend
   • Vesa-Heikki Soini

   OriginalPaper 15 October 2019 Pages: 355 - 372

   

5. Nonlinear Scaling Behavior of Visible Volatility Duration for Financial Statistical Physics Dynamics

   • B. Zhang
   • J. Wang
   • G. C. Wang

   OriginalPaper 19 October 2019 Pages: 373 - 389

   

6. Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate

   • Chaoqun Ma
   • Shengjie Yue
   • Yong Ma

   OriginalPaper 21 October 2019 Pages: 391 - 429

   

7. Distributional Assumptions and the Estimation of Contingent Valuation Models

   • James B. McDonald
   • Daniel B. Walton
   • Bryan Chia

   OriginalPaper 21 October 2019 Pages: 431 - 460

   

8. A Non-parametric Test and Predictive Model for Signed Path Dependence

   • Fabio S. Dias
   • Gareth W. Peters

   OriginalPaper Open access 22 October 2019 Pages: 461 - 498

   

9. An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes

   • Junkee Jeon
   • Jeonggyu Huh
   • Kyunghyun Park

   OriginalPaper 22 October 2019 Pages: 499 - 528

   

10. Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets

    • Sang Hoon Kang
    • Seong-Min Yoon
    • Gazi S. Uddin

    OriginalPaper 22 October 2019 Pages: 529 - 545

    

11. Optimal Filter Approximations for Latent Long Memory Stochastic Volatility

    • Grace Lee Ching Yap

    OriginalPaper 23 October 2019 Pages: 547 - 568

    

12. Machine learning with parallel neural networks for analyzing and forecasting electricity demand

    • Yi-Ting Chen
    • Edward W. Sun
    • Yi-Bing Lin

    OriginalPaper 18 December 2019 Pages: 569 - 597