Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test |
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Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (English)
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22 July 2009
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stock index futures
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hedge ratio
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Markov-switching model
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volatility
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