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Uncovering long memory in high frequency UK futures
Cotter, John - In: The European journal of finance 11 (2005) 4, pp. 325-337
Persistent link: https://www.econbiz.de/10003081484
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Extreme value estimation of boom and crash statistics
Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
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Uncovering long memory in high frequency UK futures
Cotter, John - In: The European journal of finance 11 (2005) 4, pp. 325-338
Persistent link: https://www.econbiz.de/10005921064
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Extreme Value Estimation of Boom and Crash Statistics
Cotter, John - In: The European journal of finance 12 (2006) 6, pp. 553-566
Persistent link: https://www.econbiz.de/10007293824
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Hedging effectiveness under conditions of asymmetry
Cotter, John; Hanly, Jim - In: The European journal of finance 18 (2012) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10009826792
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Hedging effectiveness under conditions of asymmetry
Cotter, John; Hanly, Jim - In: The European journal of finance 18 (2012) 1/2, pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
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Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
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Spillovers in risk of financial institutions
Cotter, John; Suurlaht, Anita - In: The European journal of finance 25 (2019) 17, pp. 1765-1792
Persistent link: https://www.econbiz.de/10012207148