Fundamentals of Futures and Options Markets

By John C. Hull. 2001

328 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b5cb270cf812c2085ba37be5c1a7a32f7d6e74ba

Citations in the corpus

• On a mixture vector autoregressive model (2007, unknown): “Many applications in finance and economics also re quire the flexibility of capturing multimodality characteristics (see Wong & Li 2001b, 2001c; Hull 2002; and Carvalho & Tanner 2005).”