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"Exploring the financial risk of a temperature index: a fractional ..."

Rosella Castellano, Roy Cerqueti, Giulia Rotundo (2020)

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DOI: 10.1007/S10479-018-3063-0

access: closed

type: Journal Article

metadata version: 2020-08-13

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Rosella Castellano, Roy Cerqueti, Giulia Rotundo:
Exploring the financial risk of a temperature index: a fractional integrated approach. Ann. Oper. Res. 284(1): 225-242 (2020)

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