Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (Q4687305)
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scientific article; zbMATH DE number 6951819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedge Ratio Estimation and Effectiveness Using ARCD |
scientific article; zbMATH DE number 6951819 |
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Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (English)
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11 October 2018
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conditional variations in moments
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asymmetries
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thick tails
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financial returns
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