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The model reset and the efficiency of futures hedging - MaRDI portal

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The model reset and the efficiency of futures hedging (Q5195836)

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scientific article; zbMATH DE number 7112751
Language Label Description Also known as
English
The model reset and the efficiency of futures hedging
scientific article; zbMATH DE number 7112751

    Statements

    author
    Jianru Fu
    0 references
    Meng-Hua Ye
    0 references
    Wenhao Wan
    0 references
    publication date
    2 October 2019
    0 references
    zbMATH Keywords
    long memory
    0 references
    hedging
    0 references
    model reset
    0 references
    GARCH models
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62P05
    0 references
    62M10
    0 references
    zbMATH DE Number
    7112751
    0 references
     
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