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Analysis of hedging based on co-persistence theory - MaRDI portal

Analysis of hedging based on co-persistence theory (Q5127119)

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scientific article; zbMATH DE number 7263612
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English
Analysis of hedging based on co-persistence theory
scientific article; zbMATH DE number 7263612

    Statements

    title
    Analysis of hedging based on co-persistence theory (English)
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    author
    Chang-Shuai Li
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    publication date
    21 October 2020
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    zbMATH Keywords
    hedging
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    IGARCH
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    VGARCH
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    latent factor GARCH
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    persistence
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    co-persistence
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    Identifiers

    zbMATH DE Number
    7263612
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    OpenAlex ID
    W2080008492
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