Minimum variance hedging based on time-varying copulas (Q2917173)
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scientific article; zbMATH DE number 6091529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum variance hedging based on time-varying copulas |
scientific article; zbMATH DE number 6091529 |
Statements
5 October 2012
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normal copula functions
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hedge ratio
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Minimum variance hedging based on time-varying copulas (English)
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