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Optimal Hedging with Higher Mo...
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Journal of empirical finance
ICMA Centre Discussion Papers in Finance
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Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
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2
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
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3
A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris
;
Clare, Andrew D.
;
Dalle Molle, John W.
; …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
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4
Speculative bubbles in the S&P 500 : was the tech bubble confined to the tech sector?
Anderson, Keith
;
Brooks, Chris
;
Katsaris, Apostolos
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 345-361
Persistent link: https://www.econbiz.de/10009267295
Saved in:
5
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
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6
When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran
;
Brooks, Chris
;
Bell, Adrian R.
- In:
Journal of empirical finance
57
(
2020
),
pp. 33-51
Persistent link: https://www.econbiz.de/10012430435
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