Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploring the financial risk of a temperature index: a fractional integrated approach |
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Exploring the financial risk of a temperature index: a fractional integrated approach (English)
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20 January 2020
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Hurst exponent
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volatility
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beta distribution
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daily average temperature
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weather derivatives
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