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subject:"ARCH-Modell"
~isPartOf:"Economía teoría y práctica"
~isPartOf:"Energy economics"
~subject:"Efficient market hypothesis"
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Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
3
A novel market efficiency index for energy futures and their term structure risk premiums
Kuruppuarachchi, Duminda
;
Premachandra, I. M.
;
Roberts, …
- In:
Energy economics
77
(
2019
),
pp. 23-33
Persistent link: https://www.econbiz.de/10012306336
Saved in:
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