Exploring the financial risk of a temperature index: a fractional integrated approach

Rosella Castellano, Roy Cerqueti, Giulia Rotundo. Exploring the financial risk of a temperature index: a fractional integrated approach. Annals OR, 284(1):225-242, 2020. [doi]

Authors

Rosella Castellano

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Roy Cerqueti

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Giulia Rotundo

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