Exploring the financial risk of a temperature index: a fractional integrated approach.
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| Title: | Exploring the financial risk of a temperature index: a fractional integrated approach. |
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| Authors: | Castellano, Rosella1, rosella.castellano@unitelmasapienza.it, Cerqueti, Roy2, Rotundo, Giulia3 |
| Source: | Annals of Operations Research; Jan2020, Vol. 284 Issue 1, p225-242, 18p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-018-3063-0 |
