The role of long memory in hedging effectiveness (Q1023640)
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scientific article; zbMATH DE number 5564688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The role of long memory in hedging effectiveness |
scientific article; zbMATH DE number 5564688 |
Statements
The role of long memory in hedging effectiveness (English)
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12 June 2009
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fractional cointegration
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FIEC-BEKK
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commodities
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optimal hedge ratio
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0.769948422908783
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0.7400040030479431
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0.7382570505142212
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0.7369105815887451
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0.7313878536224365
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