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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
2,011
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1
The interaction among production,
hedging
and investment decisions
Alghalith, Moawia
- In:
Economic modelling
30
(
2013
),
pp. 193-195
Persistent link: https://www.econbiz.de/10009703688
Saved in:
2
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance
hedging
portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
3
Equilibrium of financial
derivative
markets under portfolio insurance constraints
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
Economic modelling
52
(
2016
),
pp. 278-291
Persistent link: https://www.econbiz.de/10011645654
Saved in:
4
The impact of issuing warrant and debt on behavior of the firm's stock
Xiao, Wei-lin
;
Zhang, Wei-guo
;
Yao, Zheng
;
Wang, Xiao-hui
- In:
Economic modelling
31
(
2013
),
pp. 635-641
Persistent link: https://www.econbiz.de/10009731463
Saved in:
5
Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo
;
Zhang, Dongxiang
- In:
Economic modelling
35
(
2013
),
pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
Saved in:
6
Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu
;
Ma, Shujiao
;
Chevallier, Julien
;
Wei, Yi-Ming
- In:
Economic modelling
38
(
2014
),
pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
Saved in:
7
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
8
Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui
;
Wang, Guojing
- In:
Economic modelling
40
(
2014
),
pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
Saved in:
9
Insider trading and information revelation with the introduction of futures markets
Hsu, Chih-Hsiang
;
Lee, Hsiu-Chuan
- In:
Economic modelling
43
(
2014
),
pp. 173-182
Persistent link: https://www.econbiz.de/10010502185
Saved in:
10
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
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