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Volatility analysis of precious metals returns and oil returns : an ICSS approach
Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Journal of economics and finance 38 (2014) 3, pp. 492-517
Persistent link: https://www.econbiz.de/10010490962
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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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Reevaluating hedging performance
Cotter, John; Hanly, Jim - In: The journal of futures markets 26 (2006) 7, pp. 677-702
Persistent link: https://www.econbiz.de/10003331429