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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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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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Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.; Marsh, Terry Alan - In: Journal of empirical finance 12 (2005) 1, pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
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Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas; Marsh, Terry A. - In: Journal of empirical finance 12 (2005) 1, pp. 165-186
Persistent link: https://www.econbiz.de/10007225891