Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic hedging via copula-threshold-GARCH models |
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Optimal dynamic hedging via copula-threshold-GARCH models (English)
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18 June 2009
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hedge ratio
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threshold-GARCH
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copula
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spot and futures market
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stock return
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