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Optimal hedging in discrete ti...
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Risk measure
Option pricing theory
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Derivat
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60F05 secondary
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62E20 Copula Cramer-von Mises statistic Empirical process Pseudo-observations Multiplier central limit theorem p-value
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Rémillard, Bruno
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of alternative investments
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The value of liquidity from the hedge fund portfolio manager’s perspective
Gagnon, Martin
;
Laroche, Pierre
;
Rémillard, Bruno
- In:
The journal of alternative investments
13
(
2010/11
)
4
,
pp. 30-39
Persistent link: https://www.econbiz.de/10009008647
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Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.
;
Papageorgiou, Nicolas A.
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 896-921
Persistent link: https://www.econbiz.de/10011417831
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