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An empirical analysis of dynamic multiscale hedging using wavelet decomposition
Conlon, Thomas; Cotter, John - In: The journal of futures markets 32 (2012) 3, pp. 272-300
Persistent link: https://www.econbiz.de/10009827620
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Downside risk and the energy hedger's horizon
Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379
Persistent link: https://www.econbiz.de/10010083769
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Minimum capital requirement calculations for UK futures
Cotter, John - In: The journal of futures markets 24 (2004) 2, pp. 193
Persistent link: https://www.econbiz.de/10006819042
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Margin exceedences for European stock index futures using extreme value theory
Cotter, John - In: Journal of banking & finance 25 (2001) 8, pp. 1475-1502
Persistent link: https://www.econbiz.de/10005892436
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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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HOUSING RISK AND RETURN: Evidence from a Housing Asset-Pricing Model
Case, Karl; Cotter, John; Gabriel, Stuart - In: The journal of portfolio management : a publication of … (2011), pp. 89-110
Persistent link: https://www.econbiz.de/10009340681
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A utility based approach to energy hedging
Cotter, John; Hanly, Jim - In: Energy economics 34 (2012) 3, pp. 817-828
Persistent link: https://www.econbiz.de/10009962031
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Tail behaviour of the euro
Cotter, John - In: Applied economics 37 (2005) 7, pp. 827-840
Persistent link: https://www.econbiz.de/10007642215
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Downside risk for European equity markets
Cotter, John - In: Applied financial economics 14 (2004) 10, pp. 707-716
Persistent link: https://www.econbiz.de/10007648869