1. A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path

   • Wei Ma

   OriginalPaper 19 November 2013 Pages: 1 - 30

   

2. Efficient High-Order Numerical Methods for Pricing of Options

   • Mojtaba Hajipour
   • Alaeddin Malek

   OriginalPaper 20 November 2013 Pages: 31 - 47

   

3. Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates

   • Shangkun Deng
   • Kazuki Yoshiyama
   • Akito Sakurai

   OriginalPaper 20 November 2013 Pages: 49 - 89

   

4. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries

   • Aviral Kumar Tiwari
   • Niyati Bhanja
   • Olaolu Richard Olayeni

   OriginalPaper 22 November 2013 Pages: 91 - 109

   

5. Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm

   • Guillermo Santamaría-Bonfil
   • Juan Frausto-Solís
   • Ignacio Vázquez-Rodarte

   OriginalPaper 07 December 2013 Pages: 111 - 133

   

6. A Model of Stock Manipulation Ramping Tricks

   • Ke Liu
   • Kin Keung Lai
   • Qing Zhu

   OriginalPaper 30 November 2013 Pages: 135 - 150

   

7. Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance

   • Libo Yin
   • Liyan Han

   OriginalPaper 08 December 2013 Pages: 151 - 181