Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (Q4687305)

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scientific article; zbMATH DE number 6951819
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Optimal Hedge Ratio Estimation and Effectiveness Using ARCD
scientific article; zbMATH DE number 6951819

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    Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (English)
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    11 October 2018
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    conditional variations in moments
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    asymmetries
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    thick tails
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    financial returns
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