Models to hedge whole period risks and empirical analysis

zbMATH Open1240.91159MaRDI QIDQ3170965FDOQ3170965

Authors: Zhao Wang, Cheng-Xian Xu 

Publication date: 29 September 2011

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zbMATH Keywords

hedgingGARCH curveswhole period risks

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cited In (1)

• Enhancing hedging performance with the spanning polynomial projection

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