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Das Testen der Martingaleigenschaft
Wittmann, Philippe - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008809144
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Do Euro exchange rates follow a martingale? Some out-of-sample evidence
Yang, Jian; Xiaojing Su; Kolari, James W. - In: Journal of banking & finance 32 (2008) 5, pp. 729-740
Persistent link: https://www.econbiz.de/10003702708
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On the efficiency of the global gold markets
Ntim, Collins G.; English, John; Nwachukwu, Jacinta C.; … - In: International review of financial analysis 41 (2015), pp. 218-236
Persistent link: https://www.econbiz.de/10011508650
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The legacy of Fischer Black
Lehmann, Bruce Neal (contributor) - 2005
Persistent link: https://www.econbiz.de/10001792334
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Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000969027
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Dynamic semiparametric factor models
Borak, Szymon - 2008
resultierende Faktor-Hedging von Barrier Optionen gerichtet. … volatility dynamics and resulting factor hedging of barrier options. …
Persistent link: https://www.econbiz.de/10009467069
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Hedging cryptos with Bitcoin futures
Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, … - 2021 - This version: December 16, 2021
hedge ratio. Extensive out-of-sample tests give insights in the practice of hedging various cryptos and crypto indices … dependence structures between BTC-not-involved assets and the futures. As a consequence, results of hedging other assets and …
Persistent link: https://www.econbiz.de/10012797474
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Market structure and supply chain strategies in the global agricultural commodity industry : a comparison between EU and USA
Camanzi, Luca; Polino, Marzia; Verza, Marta - In: Journal for global business advancement : JGBA 13 (2020) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10012516045
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Portfolio diversification during Covid-19 outbreak : is gold a hedge and a safe-haven asset?
Živanović, Vladimir; Vitomir, Jelena; Đorđević, Bojan - In: Prague economic papers : a bimonthly journal of … 31 (2022) 2, pp. 169-194
Persistent link: https://www.econbiz.de/10013205100
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Creating Monetary Measurement Unit (MMU) as the global universal measure for hedging against inflation and currency risk
Manić, Aleksandar; Grubišić, Zoran - In: Economic analysis : EA 53 (2020) 1, pp. 179-186
Persistent link: https://www.econbiz.de/10012238563