Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility David G. McMillanAlan E. H. Speight Orginal Paper 16 December 2006 Pages: 199 - 226
Comparison of randomization techniques for low-discrepancy sequences in finance Tsutomu Tamura Original paper 05 December 2006 Pages: 227 - 244
The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 J. KimA. KartsaklasM. Karanasos OriginalPaper 05 December 2006 Pages: 245 - 271
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets Jirô Akahori Original Paper 05 December 2006 Pages: 273 - 287