Joe Wayne Byers

Oklahoma State University Spears School of Business Department of Finance

Stillwater, OK 74078-0555

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers

Number of pages: 41 Posted: 14 Feb 2018 Last Revised: 09 Mar 2019
Joe Wayne Byers, Ivilina Popova and Betty J. Simkins
Oklahoma State University Spears School of Business Department of Finance, Texas State University - San Marcos and Oklahoma State University - Stillwater - Department of Finance
Downloads 47 (391,328)

Abstract:

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Value at Risk, Conditional Value at Risk, Outlier Detection, Risk Capital

2.

Digital Average Price Option (DAPO)

Number of pages: 18 Posted: 26 Sep 2017 Last Revised: 05 Mar 2019
Joe Wayne Byers
Oklahoma State University Spears School of Business Department of Finance
Downloads 34 (440,774)

Abstract:

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options, digital, binary, Asian, numerical derivatives