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Using output-based allocations to manage volatility and leakage in pollution markets
Meunier, Guy; Montero, Juan-Pablo; Ponssard, Jean-Pierre - In: Energy economics 68 (2017), pp. 57-65
Persistent link: https://www.econbiz.de/10011906048
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Using output-based allocations to manage volatility and leakage in pollution markets
Meunier, Guy; Montero, Juan-Pablo; Ponssard, Jean-Pierre - 2017
Persistent link: https://www.econbiz.de/10011800983
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W. - 1977
Persistent link: https://www.econbiz.de/10000780360
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609279
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636