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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
14
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ECONIS (ZBW)
14
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1
Directional returns for gold and silver : a cluster analysis approach
Malliaris, Anastasios G.
;
Malliaris, Mary E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 3-16)
.
2018
Persistent link: https://www.econbiz.de/10011898586
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2
Impact of credit risk and business cycles on momentum returns
Sarwar, Sirajum Munira
;
Lin, Sharon X. W.
;
Muradoğlu, …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 17-39)
.
2018
Persistent link: https://www.econbiz.de/10011898598
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3
Drivers of LBO operating performance : an empirical investigation in Asia
Sannajust, Aurélie
;
Chevalier, Alain
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 41-67)
.
2018
Persistent link: https://www.econbiz.de/10011898616
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4
Time varying correlation : a key indicator in finance
D'Ecclesia, Rita Laura
;
Kondi, Denis
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 69-87)
.
2018
Persistent link: https://www.econbiz.de/10011898617
Saved in:
5
Measuring model risk in the European Energy Exchange
Gianfreda, Angelica
;
Scandolo, Giacomo
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 89-110)
.
2018
Persistent link: https://www.econbiz.de/10011898620
Saved in:
6
Wine futures : pricing and allocation as levers against quality uncertainty
Noparumpa, Tim
;
Kazaz, Burak
;
Webster, Scott
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 113-139)
.
2018
Persistent link: https://www.econbiz.de/10011898622
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7
VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
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8
Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
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9
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
10
Portfolio optimization using modified herfindahl constraint
Hitaj, Asmerilda
;
Zambruno, Giovanni
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 211-239)
.
2018
Persistent link: https://www.econbiz.de/10011898640
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