Currency hedging strategies using dynamic multivariate GARCH (Q2227443)
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scientific article; zbMATH DE number 7310461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Currency hedging strategies using dynamic multivariate GARCH |
scientific article; zbMATH DE number 7310461 |
Statements
Currency hedging strategies using dynamic multivariate GARCH (English)
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15 February 2021
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multivariate GARCH
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exchange rates
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hedging
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0.8069754838943481
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0.7812044620513916
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0.7625049352645874
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0.75690758228302
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0.7463847994804382
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