Pages that link to "Item:Q1710582"
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The following pages link to Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582):
Displaying 5 items.
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- Optimal dynamic hedging via copula-threshold-GARCH models (Q1025343) (← links)
- Dynamic hedging effectiveness in South Korean index futures and the impact of the Asian financial crisis (Q1415629) (← links)
- Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
- (Q5121459) (← links)