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Expected utility and the Siegel paradox

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Measuring Risk for Large Hedgers and Large Speculators in Major US Futures Markets

Gurrib, Ikhlaas - 2013

Using the Commodity Futures Trading Commission's Commitments of Traders data, considering both the generalized autoregressive conditional heteroskedasticity (GARCH) and the power ARCH volatility-based models, it has been found that the lagged volatility and the news about volatility from the...

Persistent link: https://www.econbiz.de/10013073840