Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 9, p. 897, doi. 10.1002/fut.20443
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 9
Results: 5
1
2
The incremental value of a futures hedge using realized volatility.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 9, p. 874, doi. 10.1002/fut.20444
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- Publication type:
- Article
3
How firms should hedge: An extension.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 9, p. 834, doi. 10.1002/fut.20446
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- Publication type:
- Article
4
The new market for volatility trading.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 9, p. 809, doi. 10.1002/fut.20448
- By:
- Publication type:
- Article
5
Delivery horizon and grain market volatility.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 9, p. 846, doi. 10.1002/fut.20449
- By:
- Publication type:
- Article