Optimal hedging using cointegration (Q4719406)
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scientific article; zbMATH DE number 1383968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging using cointegration |
scientific article; zbMATH DE number 1383968 |
Statements
Optimal hedging using cointegration (English)
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4 January 2000
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cointegration
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time-series modelling
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financial markets
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index tracking
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hedging
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