Simple Robust Hedging with Nearby Contracts.
- Published in:
- Journal of Financial Econometrics, 2016, v. 15, n. 1, p. 1, doi. 10.1093/jjfinec/nbw007
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2016 AND VI 15 AND IP 1
Results: 5
1
2
Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances.
- Published in:
- Journal of Financial Econometrics, 2016, v. 15, n. 1, p. 106, doi. 10.1093/jjfinec/nbv020
- By:
- Publication type:
- Article
3
Specification Testing in Hawkes Models.
- Published in:
- Journal of Financial Econometrics, 2016, v. 15, n. 1, p. 139, doi. 10.1093/jjfinec/nbw011
- By:
- Publication type:
- Article
4
Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns.
- Published in:
- Journal of Financial Econometrics, 2016, v. 15, n. 1, p. 36, doi. 10.1093/jjfinec/nbw009
- By:
- Publication type:
- Article
5
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers.
- Published in:
- Journal of Financial Econometrics, 2016, v. 15, n. 1, p. 62, doi. 10.1093/jjfinec/nbv023
- By:
- Publication type:
- Article