Multivariate constrained robust M‐regression for shaping forward curves in electricity markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1391, doi. 10.1002/fut.21958
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 11
Results: 7
1
2
Volatility and correlation timing: The role of commodities.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1407, doi. 10.1002/fut.21939
- By:
- Publication type:
- Article
3
Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1370, doi. 10.1002/fut.21937
- By:
- Publication type:
- Article
4
Jump risk and option liquidity in an incomplete market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1334, doi. 10.1002/fut.21934
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- Publication type:
- Article
5
Equity index futures trading and stock price crash risk: Evidence from Chinese markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1313, doi. 10.1002/fut.21933
- By:
- Publication type:
- Article
6
Model specification and collateralized debt obligation (mis)pricing.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 11, p. 1284, doi. 10.1002/fut.21932
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 11, November 2018.
- Published in:
- 2018
- Publication type:
- Table of Contents