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A natural hedge for equity ind...
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Adjustable-band moving average learning strategies for technical analysis : evidence from the Dow Jones Industrial Average
Svogun, Daniel
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- In:
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pp. 6221-6230
Persistent link: https://www.econbiz.de/10015072440
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2
Aktienindexinstrumente in der Schweiz
Dubacher, René
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1991
Persistent link: https://www.econbiz.de/10000824044
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3
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
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4
Estimating the basis risk of index-linked
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strategies using multivariate extreme value
theory
Kellner, Ralf
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Gatzert, Nadine
- In:
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5
Islamic and conventional equity indices : an examination of cointegration and
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Persistent link: https://www.econbiz.de/10010370252
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6
A cross-volatility index for
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- In:
Journal of international financial markets, …
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2015
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SMI futures : pricing and
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8
Das Management von Aktienkursrisiken mit Derivaten
Zimmermann, Heinz
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Index Design :
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Jarrow, Robert
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Li, Siguang
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This paper studies optimal index design to both facilitate
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10
Equity and CDS sector indices : dynamic models and risk
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- In:
The North American journal of economics and finance : a …
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