Tony Guida

Université de Savoie - Finance and Banking

27 Rue Marcoz

Chambéry, 73011

France

Railpen Investments

Investment Manager

London

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 27,615

in Total Papers Downloads

1,257

CITATIONS
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Top 85,927

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Scholarly Papers (2)

1.

Application of Garch Models in Forecasting the Volatility of Agricultural Commodities

Number of pages: 17 Posted: 27 Dec 2005
Olivier Matringe and Tony Guida
United Nations - Trade Analysis Branch and Université de Savoie - Finance and Banking
Downloads 694 (25,290)

Abstract:

GARCH, commodities, volatility, forecasting, risk management

2.

Commodity Trading Advisors: Are They a Threat for Futures Commodity Markets?

Number of pages: 42 Posted: 07 Nov 2006
Tony Guida
Université de Savoie - Finance and Banking
Downloads 489 (41,027)

Abstract:

CTA, commodity, volatility, open interest, Vector Auto Regression, Style Analysis