Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal futures hedging strategies based on an improved kernel density estimation method |
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Optimal futures hedging strategies based on an improved kernel density estimation method (English)
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22 November 2022
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futures hedging
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improved kernel density estimation
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ARCH model
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lower partial moment
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genetic algorithm
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crude oil price
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