Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hedging with futures: a copula-based GARCH model with high-frequency data |
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Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (English)
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23 January 2019
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dynamic copula
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high-frequency data
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realized covariance
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futures hedge
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forecast comparison
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