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subject:"ARCH model"
~subject:"Portfolio selection"
~isPartOf:"The European journal of finance"
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ARCH model
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4
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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The handbook of commodity investing
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The energy journal
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American journal of agricultural economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of quantitative finance and accounting
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
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Global business review
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Global finance journal
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International journal of bonds and derivatives
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International journal of forecasting
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ECONIS (ZBW)
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1
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
2
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
3
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei
;
Sutcliffe, Charles M. S.
- In:
The European journal of finance
18
(
2012
)
5/6
,
pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Saved in:
4
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
Saved in:
5
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Saved in:
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