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Modelling and forecasting temperature based weather derivatives
Svec, J.; Stevenson, Maxwell John - In: Global finance journal 18 (2007) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
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Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Nguyen, Cuong; Nguyen, Tristan - In: International journal of economics and finance 6 (2014) 3, pp. 37-54
Persistent link: https://www.econbiz.de/10010339644
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The stability of ARCH models across Australian financial futures markets
Brooks, Robert - In: Applied financial economics 7 (1997) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001226983
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Multivariate information dynamics between prices and futures trading volume
Hodgson, Allan; Masih, Abdul Mansur M.; Masih, Rumi - 1998
Persistent link: https://www.econbiz.de/10000992991
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf - 1992
Persistent link: https://www.econbiz.de/10000834763
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.; Goulielmos, Matina A. - In: International journal of transport economics : IJTE 35 (2008) 3, pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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A new methodology to derive a bank's maturity structure using accounting-based time series information
Entrop, Oliver; Memmel, Christoph; Wilkens, Marco; … - In: Operations research proceedings 2006 : selected papers …, (pp. 299-304). 2007
Persistent link: https://www.econbiz.de/10003471218