Analysis of hedging based on co-persistence theory (Q5127119)
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scientific article; zbMATH DE number 7263612
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Analysis of hedging based on co-persistence theory |
scientific article; zbMATH DE number 7263612 |
Statements
Analysis of hedging based on co-persistence theory (English)
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21 October 2020
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hedging
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IGARCH
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VGARCH
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latent factor GARCH
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persistence
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co-persistence
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0.7303727269172668
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0.7020179629325867
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0.7007077932357788
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0.6900362372398376
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