A comparison of the local quadratic hedging model with a conventional parametric model with application to the Hong Kong index futures
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Publication:2915230
zbMATH Open1247.91208MaRDI QIDQ2915230FDOQ2915230
Authors: Jianwei Chen, Win Lin Chou 
Publication date: 16 September 2012
Published in: MASA. Model Assisted Statistics and Applications (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Financial applications of other theories (91G80)
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