1. Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility

   • David G. McMillan
   • Alan E. H. Speight

   Orginal Paper 16 December 2006 Pages: 199 - 226

2. Comparison of randomization techniques for low-discrepancy sequences in finance

   • Tsutomu Tamura

   Original paper 05 December 2006 Pages: 227 - 244

3. The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997

   • J. Kim
   • A. Kartsaklas
   • M. Karanasos

   OriginalPaper 05 December 2006 Pages: 245 - 271

4. A discrete Itô calculus approach to He’s framework for multi-factor discrete markets

   • Jirô Akahori

   Original Paper 05 December 2006 Pages: 273 - 287