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1
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
2
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
3
It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 118-122
Persistent link: https://www.econbiz.de/10012803391
Saved in:
4
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
5
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
6
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
7
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
8
Forecasting realized range
volatility
: a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
9
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
10
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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