expectation dependence
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scholarly journals The lower regression function and testing expectation dependence dominance hypotheses

2021 ◽  
Vol 40 (8) ◽  
pp. 709-727
Author(s):  
Oliver Linton ◽  
Yoon Jae Whang ◽  
Yu-Min Yen
Keyword(s):  
Regression Function ◽  
Expectation Dependence

Validation of positive expectation dependence

2017 ◽  
Vol 21 ◽  
pp. 536-561
Author(s):  
Bogdan Ćmiel ◽  
Teresa Ledwina
Keyword(s):  
Positive Expectation ◽  
Expectation Dependence

scholarly journals Expectation Dependence: The Banking Firm Under Risk

2016 ◽  
Vol 2016 (2) ◽  
pp. 281-288 ◽  
Author(s):  
Udo Broll ◽  
Peter Welzel ◽  
Kit Pong Wong
Keyword(s):  
Expectation Dependence

scholarly journals Futures hedging with basis risk and expectation dependence

2015 ◽  
Vol 62 (3) ◽  
pp. 213-221 ◽  
Author(s):  
Udo Broll ◽  
Peter Welzel ◽  
Kit Pong Wong
Keyword(s):  
Basis Risk ◽  
Expectation Dependence ◽  
Futures Hedging

Testing for positive expectation dependence

2014 ◽  
Vol 68 (1) ◽  
pp. 135-153 ◽  
Author(s):  
Xuehu Zhu ◽  
Xu Guo ◽  
Lu Lin ◽  
Lixing Zhu
Keyword(s):  
Positive Expectation ◽  
Expectation Dependence
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