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Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix, (2020)
On dynamic measures of risk
Cvitanić, Jakša, (1999)
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang, (2016)
Futures markets regulation
Irwin, Scott H., (2018)
Managed futures, positive feedback trading, and futures price volatility
Irwin, Scott H., (1999)
A performance comparison of a technical trading system with ARIMA models for soybean complex prices
Irwin, Scott H., (1997)