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scientific article; zbMATH DE number 7071656

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Publication:5382076
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zbMath1424.91137MaRDI QIDQ5382076

Yong Tang, Jinxin Cui

Publication date: 21 June 2019


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

zbMATH Keywords

HAR modeloptimal hedging ratiorealized higher moments


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Derivative securities (option pricing, hedging, etc.) (91G20)








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