Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405): Difference between revisions

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Latest revision as of 20:08, 1 July 2024

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Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test
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    Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (English)
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    22 July 2009
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    stock index futures
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    hedge ratio
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    Markov-switching model
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    volatility
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