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]
@article{CastellanoCR20,
title = {Exploring the financial risk of a temperature index: a fractional integrated approach},
author = {Rosella Castellano and Roy Cerqueti and Giulia Rotundo},
year = {2020},
doi = {10.1007/s10479-018-3063-0},
url = {https://doi.org/10.1007/s10479-018-3063-0},
researchr = {https://researchr.org/publication/CastellanoCR20},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {284},
number = {1},
pages = {225-242},
}