Hedge ratio based on ordinary least squares (OLS) vs. state space methodologies (Q5283099)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6748484
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedge ratio based on ordinary least squares (OLS) vs. state space methodologies |
scientific article; zbMATH DE number 6748484 |
Statements
19 July 2017
0 references
optimal hedge ratio
0 references
constant coefficient
0 references
time-varying coefficient
0 references
Kalman filter
0 references
state space modelling
0 references
risk in agriculture
0 references
0.7341375350952148
0 references
0.7031332850456238
0 references
0.7018967270851135
0 references
0.6895427703857422
0 references
0.6878229975700378
0 references
