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Does conditioning information matter in estimating continuous time interest rate diffusions?
Abhyankar, Abhay; Basu, Devraj - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 3, pp. 335-344
Persistent link: https://www.econbiz.de/10001636275
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Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj; Miffre, Joëlle - In: Journal of banking & finance 37 (2013) 7, pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567