Pages that link to "Item:Q1025343"
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The following pages link to Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343):
Displaying 10 items.
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582) (← links)
- Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
- On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (Q2151655) (← links)
- Minimum variance hedging based on time-varying copulas (Q2917173) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Hedging model with cross-currency options based on copula-GARCH method (Q3306962) (← links)
- Optimal hedging using cointegration (Q4719406) (← links)
- Clustering Dependencies Via Mixtures of Copulas (Q5418893) (← links)
