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Publication:3306962
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DOI10.13383/j.cnki.jse.2019.05.008zbMath1449.91168MaRDI QIDQ3306962

Yong-Jun Liu, Xing Yu, Wei-Guo Zhang

Publication date: 12 August 2020


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

lower partial momentcross-currencycopula-GARCH methodoptions hedging


Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)








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