Multivariate downside risk: Normal versus Variance Gamma.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 5, p. 431, doi. 10.1002/fut.20539
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 5
Results: 4
1
2
Hedging under model misspecification: All risk factors are equal, but some are more equal than others ...
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 5, p. 397, doi. 10.1002/fut.20530
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- Publication type:
- Article
3
The convenience yield implied in European natural gas hub trading.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 5, p. 459, doi. 10.1002/fut.20523
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- Publication type:
- Article
4
Equity volatility, bond yields, and yield spreads.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 5, p. 480, doi. 10.1002/fut.20521
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- Publication type:
- Article