Showing 1 - 10 of 1,086
. Out-of-sample forecast and portfolio exercise further shows the superior forecasting performance of the EHEAVY model, in …
Persistent link: https://www.econbiz.de/10013177995
generally been attributed to the popularity of portfolio insurance strategies for derivative securities. The basis of derivative …
Persistent link: https://www.econbiz.de/10005495383
only on the market share of portfolio insurance but also crucially on the heterogeneity of insured payoffs. We finally …
Persistent link: https://www.econbiz.de/10004968246
Persistent link: https://www.econbiz.de/10009764597
Persistent link: https://www.econbiz.de/10010345840
Persistent link: https://www.econbiz.de/10010515866
Persistent link: https://www.econbiz.de/10011477250
Persistent link: https://www.econbiz.de/10011403136
Persistent link: https://www.econbiz.de/10011662808
Recent research shows that efforts to limit climate change should focus on reducing emissions of carbon dioxide over other greenhouse gases or air pollutants. Many countries are paying substantial attention to carbon emissions to improve air quality and public health. The largest source of...
Persistent link: https://www.econbiz.de/10011658757