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Wavelet analysis of the cost-of-carry model /Shinn-Juh Lin; Maxwell Stevenson
Lin, Shinn-Juh (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10001769744
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The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian futures and cash index markets
Eldridge, Robert M.; Peat, Maurice; Stevenson, Maxwell John - 2003
Persistent link: https://www.econbiz.de/10001734845
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Hot or cold? : A comparison of different approaches to the pricing of weather derivatives
Oetomo, Teddy; Stevenson, Maxwell John - In: Journal of emerging market finance 4 (2005) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003094755
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Modelling and forecasting temperature based weather derivatives
Svec, J.; Stevenson, Maxwell John - In: Global finance journal 18 (2007) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10003704497