Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Year of publication: |
2010
|
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Authors: | Tansuchat, Roengchai |
Other Persons: | Chang, Chia-Lin (contributor) ; McAleer, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Hedging | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 4, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1531187 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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