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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 71-100
Persistent link: https://www.econbiz.de/10008348714
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3
Hedging multiple price and quantity exposures
Giaccotto, Carmelo
;
Hegde, Shantaram P.
;
McDermott, John B.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 145-172
Persistent link: https://www.econbiz.de/10001542994
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4
Hedging Multiple Price and Quantity Exposures
Giaccotto, Carmelo
;
Hegde, Shantaram P.
;
Mcdermott, John B.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 145-172
Persistent link: https://www.econbiz.de/10006834209
Saved in:
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