Clustering and Mean Reversion in a Hawkes Microstructure Model.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 9, p. 813, doi. 10.1002/fut.21676
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2015 AND VI 35 AND IP 9
Results: 5
1
2
Ambiguity and the Value of Hedging.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 9, p. 839, doi. 10.1002/fut.21678
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- Publication type:
- Article
3
Volatility Risk Premium in Indian Options Prices.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 9, p. 795, doi. 10.1002/fut.21680
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- Publication type:
- Article
4
Valuing Retail Credit Tranches with Structural, Double Mixture Models.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 9, p. 849, doi. 10.1002/fut.21684
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- Publication type:
- Article
5
Do Momentum-Based Trading Strategies Work in the Commodity Futures Markets?
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 9, p. 868, doi. 10.1002/fut.21685
- By:
- Publication type:
- Article