Hedging with future : multivariante dynamic conditional correlation GARCH
Year of publication: |
2012
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Authors: | Kolokolov, Aleksey |
Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 63-72
|
Subject: | Hedging | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation | Russland | Russia | Deutschland | Germany | USA | United States |
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