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Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of financial engineering 7 (2020) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
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Asymmetries in financial returns
Madan, Dilip B.; Wang, King - In: International journal of financial engineering 4 (2017) 4, pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
Madan, Dilip B.; Wang, King - In: International journal of financial engineering 9 (2022) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10013367492