2, RUE ROBERT D'ARBRISSEL
Rennes, 35065
France
ESC Rennes School of Business
SSRN RANKINGS
in Total Papers Downloads
Forward Premium Puzzle, Speculative Trading Volumes, Multivariate Tail Dependence, Mixture Copula Models, Currency Carry Trade, Covariance Regressions
Covariance Forecasting, Currency Carry Trade, Covariance Regression, Markowitz Portfolio, Equal Risk Contribution
Crude oil futures, Theory of storage, Theory of normal backwardation, Hedging pressure, Futures Term structure
Hog Spread, Multiple Bubbles, Commodities, Cointegration
Covariance Forecasting, Currency Carry Trade, Covariance Regression, Generalised Multi-Factor Model, Portfolio Optimisation
Currency carry trade, Multivariate tail dependence, Forward premium puzzle, Mixture copula models, Generalized Archimedean copula, Extreme value copula
Currency carry trade, Multivariate tail dependence, Forward premium puzzle, Mixture models, Generalized Archimedean copula
Bayesian Cointegration, Crush Trades, Rao-Blackwellized MCMC
Crop yields, crop insurance pricing, SARIMA, Gaussian process
Option Pricing Models, Martingale Restriction, Padé Approximants.
Option Pricing Models, Martingale Restriction, Padé Approximants
Crude oil, Short-term factor, Long-term factor, Hybrid Multi-Factor model, Macroeconomical factors, Term structure
Cointegration, Bayesian, Hamiltonian Monte Carlo
Time Series, Cointegration, Bayesian, Markov Chain Monte Carlo, Hamiltonian Monte Carlo, Geodesic Monte Carlo, Manifold Learning
Crude Oil, Short-Term and Long-Term Factors, Macroeconomical Factors, Risk Premium, Term Structure
